+273.9%
LWAY vs VT
+53.4%
+220.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | -5.6% | -2.3% | -3.3% | -3.9% |
| 30D | +1.6% | -5.0% | +6.6% | +5.7% |
| 3M | -30.3% | -4.9% | -25.4% | -27.7% |
| 6M | -18.8% | -1.5% | -17.2% | -18.7% |
| YTD | -10.6% | +8.5% | -19.1% | -18.1% |
| 1Y | -11.7% | +11.4% | -23.1% | -21.0% |
| 3Y | +85.7% | +70.1% | +15.6% | +15.8% |
| All | +273.9% | +53.4% | +220.5% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling