-38.2%
LYG vs VT
+356.5%
-394.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.2% |
| 7D | +2.4% | +2.4% | 0.0% | -1.2% |
| 30D | -4.8% | -1.5% | -3.3% | -2.6% |
| 3M | -16.0% | -4.1% | -11.8% | -10.5% |
| 6M | +1.9% | +0.6% | +1.4% | +1.1% |
| YTD | +2.1% | +11.0% | -9.0% | -12.7% |
| 1Y | +10.9% | +13.3% | -2.5% | -8.0% |
| 3Y | +194.6% | +73.4% | +121.2% | +25.2% |
| 5Y | +155.0% | +57.4% | +97.6% | +25.7% |
| 10Y | +162.3% | +221.7% | -59.4% | -60.0% |
| All | -38.2% | +356.5% | -394.7% | -92.6% |
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