-92.3%
LDI price history and return analytics
+57.4%
-149.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +2.6% | -19.6% | -20.9% |
| 7D | -12.7% | +0.4% | -13.0% | -13.5% |
| 30D | -5.7% | -2.6% | -3.1% | -2.1% |
| 3M | -44.2% | -3.2% | -41.0% | -41.1% |
| 6M | -62.1% | +0.9% | -63.0% | -62.2% |
| YTD | -74.3% | +11.3% | -85.7% | -77.8% |
| 1Y | -80.7% | +14.0% | -94.7% | -83.7% |
| 3Y | -62.3% | +75.8% | -138.2% | -83.2% |
| 5Y | -92.3% | +57.8% | -150.1% | -96.0% |
| All | -92.3% | +57.4% | -149.7% | -96.0% |
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