+199.3%
LWLG vs VT
+346.0%
-146.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.2% | +14.2% | +14.2% |
| 7D | -8.0% | -2.3% | -5.7% | -5.9% |
| 30D | -19.5% | -5.0% | -14.6% | -15.4% |
| 3M | -42.4% | -4.9% | -37.5% | -39.2% |
| 6M | -71.6% | -1.5% | -70.1% | -70.4% |
| YTD | +34.9% | +8.5% | +26.4% | +31.3% |
| 1Y | -13.5% | +11.4% | -24.8% | -17.1% |
| 3Y | -5.4% | +70.1% | -75.5% | -33.0% |
| 5Y | -65.2% | +53.7% | -118.9% | -72.0% |
| 10Y | +628.3% | +220.0% | +408.4% | +281.5% |
| All | +199.3% | +346.0% | -146.7% | +52.2% |
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