-95.0%
LVWR vs VT
+98.2%
-193.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | -0.1% |
| 7D | -17.9% | -0.7% | -17.2% | -17.3% |
| 30D | -71.4% | -1.7% | -69.7% | -70.7% |
| 3M | -58.6% | -2.3% | -56.3% | -57.2% |
| 6M | -68.4% | +1.5% | -70.0% | -69.3% |
| YTD | -89.1% | +12.0% | -101.2% | -90.5% |
| 1Y | -90.1% | +12.9% | -102.9% | -91.4% |
| 3Y | -94.8% | +74.9% | -169.7% | -96.6% |
| 5Y | -95.1% | +59.9% | -155.0% | -96.9% |
| All | -95.0% | +98.2% | -193.3% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling