-54.9%
LDI price history and return analytics
+69.7%
-124.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +1.9% |
| 7D | +10.5% | -2.3% | +12.9% | +15.2% |
| 30D | +3.6% | -5.0% | +8.5% | +12.6% |
| 3M | -32.0% | -4.9% | -27.1% | -25.5% |
| 6M | -54.3% | -1.5% | -52.7% | -52.2% |
| YTD | -69.1% | +8.5% | -77.6% | -71.6% |
| 1Y | -75.8% | +11.4% | -87.2% | -78.4% |
| 3Y | -54.9% | +70.1% | -125.0% | -86.2% |
| All | -54.9% | +69.7% | -124.7% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling