+131.6%
LARK price history and return analytics
+229.8%
-98.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | +1.4% | -1.0% | +2.4% | +1.8% |
| 3M | +12.8% | +3.2% | +9.6% | +11.4% |
| 6M | +29.0% | +12.5% | +16.5% | +23.6% |
| YTD | +26.8% | +14.1% | +12.8% | +20.9% |
| 1Y | +32.2% | +18.9% | +13.3% | +24.1% |
| 3Y | +118.7% | +74.1% | +44.6% | +78.8% |
| 5Y | +71.2% | +66.9% | +4.3% | +41.4% |
| All | +131.6% | +229.8% | -98.1% | +52.4% |
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 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