+735.8%
LWLG vs VT
+221.4%
+514.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +5.4% |
| 7D | +9.2% | +1.0% | +8.2% | +7.6% |
| 30D | -30.9% | -0.2% | -30.7% | -30.6% |
| 3M | -45.6% | +4.5% | -50.2% | -47.7% |
| 6M | +33.3% | +14.1% | +19.3% | +16.1% |
| YTD | +72.8% | +14.8% | +58.1% | +50.6% |
| 1Y | +81.8% | +21.2% | +60.6% | +50.2% |
| 3Y | -0.5% | +76.6% | -77.1% | -46.2% |
| 5Y | -42.7% | +66.6% | -109.3% | -65.6% |
| 10Y | +735.8% | +222.3% | +513.5% | +258.9% |
| All | +735.8% | +221.4% | +514.4% | +258.9% |
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