-95.9%
LDI price history and return analytics
+80.1%
-176.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.5% | +8.0% |
| 7D | -11.5% | -2.0% | -9.5% | -8.7% |
| 30D | -2.5% | -1.4% | -1.0% | +0.1% |
| 3M | -24.4% | +4.7% | -29.1% | -29.1% |
| 6M | -55.7% | +11.4% | -67.1% | -62.0% |
| YTD | -59.8% | +13.1% | -72.9% | -66.1% |
| 1Y | -76.3% | +19.0% | -95.3% | -81.3% |
| 3Y | -57.1% | +73.9% | -131.1% | -80.8% |
| 5Y | -88.3% | +65.4% | -153.7% | -94.2% |
| All | -95.9% | +80.1% | -176.0% | -98.3% |
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