-96.0%
LYEL vs VT
+73.0%
-169.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.0% |
| 7D | -6.9% | +1.0% | -7.9% | -8.5% |
| 30D | -8.0% | -0.2% | -7.8% | -8.0% |
| 3M | +9.9% | +4.5% | +5.4% | +1.1% |
| 6M | -39.8% | +14.1% | -53.8% | -52.3% |
| YTD | -56.0% | +14.8% | -70.8% | -65.7% |
| 1Y | +3.8% | +21.2% | -17.4% | -25.8% |
| 3Y | -62.8% | +76.6% | -139.4% | -85.8% |
| 5Y | -96.0% | +66.6% | -162.6% | -98.4% |
| All | -96.0% | +73.0% | -169.0% | -98.4% |
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