+31.6%
LWAY vs VT
+215.5%
-183.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -5.6% | -2.3% | -3.3% | -4.1% |
| 30D | +1.6% | -5.0% | +6.6% | +5.3% |
| 3M | -30.3% | -4.9% | -25.4% | -28.0% |
| 6M | -18.8% | -1.5% | -17.2% | -18.6% |
| YTD | -10.6% | +8.5% | -19.1% | -16.8% |
| 1Y | -11.7% | +11.4% | -23.1% | -19.5% |
| 3Y | +85.7% | +70.1% | +15.6% | +25.0% |
| 5Y | +287.3% | +53.7% | +233.6% | +175.7% |
| All | +31.6% | +215.5% | -183.9% | -56.5% |
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