+105.5%
LWAY vs VT
+374.2%
-268.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.6% |
| 3M | +7.5% | +2.4% | +5.1% | +5.0% |
| 6M | +15.3% | +12.0% | +3.3% | +5.5% |
| YTD | +3.2% | +15.3% | -12.1% | -7.8% |
| 1Y | -19.1% | +22.6% | -41.6% | -31.0% |
| 3Y | +127.6% | +74.7% | +52.9% | +50.6% |
| 5Y | +363.1% | +66.1% | +297.0% | +214.8% |
| 10Y | +102.3% | +225.0% | -122.7% | -16.9% |
| All | +105.5% | +374.2% | -268.6% | -40.8% |
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