+189.0%
LYG vs VT
+226.9%
-37.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.5% |
| 7D | -3.4% | -2.0% | -1.4% | -1.0% |
| 30D | -3.4% | -1.4% | -2.0% | -1.7% |
| 3M | +15.7% | +4.7% | +11.0% | +9.3% |
| 6M | +13.9% | +11.4% | +2.5% | +0.3% |
| YTD | +15.4% | +13.1% | +2.3% | -0.2% |
| 1Y | +36.5% | +19.0% | +17.5% | +10.9% |
| 3Y | +234.7% | +73.9% | +160.8% | +69.0% |
| 5Y | +224.5% | +65.4% | +159.1% | +75.9% |
| All | +189.0% | +226.9% | -37.9% | -30.1% |
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