-95.8%
LYEL vs VT
+67.4%
-163.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.3% | -8.3% | -8.1% |
| 7D | -3.8% | +2.4% | -6.1% | -7.6% |
| 30D | +79.0% | -1.5% | +80.5% | +85.2% |
| 3M | +4.1% | -4.1% | +8.2% | +12.3% |
| 6M | -25.7% | +0.6% | -26.2% | -26.1% |
| YTD | -53.5% | +11.0% | -64.6% | -61.4% |
| 1Y | -17.9% | +13.3% | -31.2% | -34.0% |
| 3Y | -53.9% | +73.4% | -127.3% | -81.7% |
| 5Y | -93.7% | +57.4% | -151.2% | -97.3% |
| All | -95.8% | +67.4% | -163.1% | -98.2% |
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