+229.0%
LYG vs VT
+65.7%
+163.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | -1.0% | -0.1% | -0.9% | -0.8% |
| 30D | -3.3% | -0.7% | -2.6% | -2.5% |
| 3M | +12.4% | +4.0% | +8.4% | +7.3% |
| 6M | +17.1% | +12.3% | +4.8% | +2.5% |
| YTD | +16.0% | +14.0% | +2.0% | -0.2% |
| 1Y | +38.1% | +20.3% | +17.8% | +11.7% |
| 3Y | +236.4% | +75.4% | +161.0% | +72.3% |
| 5Y | +229.0% | +66.0% | +163.0% | +80.2% |
| All | +229.0% | +65.7% | +163.3% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling