+45.2%
LWAY vs VT
+223.7%
-178.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +4.9% |
| 7D | +3.8% | +0.4% | +3.4% | +3.4% |
| 30D | +4.3% | -2.6% | +6.9% | +6.3% |
| 3M | -26.6% | -3.2% | -23.4% | -25.0% |
| 6M | -9.7% | +0.9% | -10.6% | -11.0% |
| YTD | -4.6% | +11.3% | -15.9% | -12.8% |
| 1Y | -5.2% | +14.0% | -19.2% | -14.9% |
| 3Y | +90.1% | +75.8% | +14.3% | +25.0% |
| 5Y | +296.6% | +57.8% | +238.7% | +177.2% |
| 10Y | +45.2% | +219.8% | -174.6% | -49.3% |
| All | +45.2% | +223.7% | -178.5% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling