-34.0%
LCUT vs VT
+214.8%
-248.8%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -4.1% | -8.5% | -8.1% |
| 7D | -6.9% | -4.2% | -2.7% | -2.0% |
| 30D | -14.7% | -5.8% | -8.9% | -8.4% |
| 3M | -7.2% | -5.2% | -2.0% | -1.0% |
| 6M | +21.7% | +0.1% | +21.6% | +21.2% |
| YTD | +102.6% | +8.2% | +94.3% | +84.4% |
| 1Y | +159.8% | +10.1% | +149.7% | +131.6% |
| 3Y | +54.5% | +69.7% | -15.1% | -14.3% |
| 5Y | -53.5% | +53.4% | -106.9% | -71.2% |
| All | -34.0% | +214.8% | -248.8% | -76.2% |
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