+93.1%
LW vs VT
+230.7%
-137.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -9.3% | +0.4% | -9.7% | -9.7% |
| 30D | -5.7% | +1.0% | -6.7% | -6.5% |
| 3M | +18.6% | +2.4% | +16.2% | +15.7% |
| 6M | +10.1% | +12.0% | -1.9% | -0.9% |
| YTD | +22.0% | +15.3% | +6.7% | +6.9% |
| 1Y | -7.8% | +22.6% | -30.4% | -23.7% |
| 3Y | -44.9% | +74.7% | -119.6% | -66.7% |
| 5Y | -13.5% | +66.1% | -79.7% | -45.6% |
| All | +93.1% | +230.7% | -137.6% | -30.6% |
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