+371.9%
LWAY vs VT
+66.2%
+305.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.1% | +0.4% | -5.5% | -5.4% |
| 30D | -14.9% | +1.0% | -15.8% | -15.7% |
| 3M | +7.5% | +2.4% | +5.1% | +4.7% |
| 6M | +15.3% | +12.0% | +3.3% | +3.8% |
| YTD | +3.2% | +15.3% | -12.1% | -9.6% |
| 1Y | -19.1% | +22.6% | -41.6% | -33.0% |
| 3Y | +127.6% | +74.7% | +52.9% | +38.8% |
| All | +371.9% | +66.2% | +305.7% | +192.6% |
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 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