-62.2%
LOB price history and return analytics
+57.4%
-119.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | -1.8% |
| 7D | -1.2% | +0.4% | -1.6% | -1.9% |
| 30D | +0.5% | -2.6% | +3.1% | +4.3% |
| 3M | -18.6% | -3.2% | -15.4% | -14.8% |
| 6M | -8.0% | +0.9% | -8.9% | -10.5% |
| YTD | +1.1% | +11.3% | -10.2% | -16.0% |
| 1Y | +6.6% | +14.0% | -7.4% | -14.9% |
| 3Y | +17.7% | +75.8% | -58.2% | -54.2% |
| 5Y | -62.2% | +57.8% | -120.0% | -80.8% |
| All | -62.2% | +57.4% | -119.5% | -80.8% |
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