-63.5%
LCTX vs VT
+215.5%
-279.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +3.8% |
| 7D | +2.0% | -2.3% | +4.3% | +5.4% |
| 30D | +7.4% | -5.0% | +12.3% | +14.9% |
| 3M | -9.7% | -4.9% | -4.9% | -3.5% |
| 6M | -28.7% | -1.5% | -27.1% | -27.5% |
| YTD | -38.9% | +8.5% | -47.4% | -45.6% |
| 1Y | -41.0% | +11.4% | -52.4% | -49.3% |
| 3Y | -5.6% | +70.1% | -75.6% | -54.6% |
| 5Y | -59.8% | +53.7% | -113.6% | -77.3% |
| All | -63.5% | +215.5% | -279.0% | -93.3% |
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