+944.8%
LCII vs VT
+356.1%
+588.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +13.4% | -1.6% | +15.0% | +15.7% |
| 30D | +23.0% | -2.5% | +25.5% | +26.8% |
| 3M | -0.5% | -1.3% | +0.8% | +1.1% |
| 6M | -10.9% | +3.1% | -14.0% | -14.6% |
| YTD | -13.5% | +10.9% | -24.4% | -24.6% |
| 1Y | -0.8% | +12.1% | -12.9% | -14.7% |
| 3Y | -2.1% | +73.9% | -76.0% | -51.3% |
| 5Y | -17.4% | +58.0% | -75.4% | -52.7% |
| 10Y | +65.9% | +225.5% | -159.6% | -59.0% |
| All | +944.8% | +356.1% | +588.7% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling