+174.2%
LCTX vs VT
+355.4%
-181.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.2% |
| 7D | +3.0% | -0.1% | +3.1% | +3.3% |
| 30D | +5.1% | -3.1% | +8.1% | +8.6% |
| 3M | -8.0% | -3.5% | -4.5% | -4.5% |
| 6M | -24.1% | +0.5% | -24.6% | -24.5% |
| YTD | -37.7% | +10.8% | -48.5% | -43.8% |
| 1Y | -42.5% | +11.9% | -54.4% | -48.6% |
| 3Y | 0.0% | +73.0% | -73.0% | -41.9% |
| 5Y | -55.9% | +58.6% | -114.5% | -71.7% |
| 10Y | -66.0% | +219.2% | -285.2% | -87.7% |
| All | +174.2% | +355.4% | -181.3% | -27.1% |
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