+43.8%
LCUT vs VT
+374.2%
-330.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.8% | +0.4% | -4.2% | -4.2% |
| 30D | +5.3% | +1.0% | +4.4% | +4.4% |
| 3M | -4.8% | +2.4% | -7.2% | -6.9% |
| 6M | +180.4% | +12.0% | +168.4% | +151.5% |
| YTD | +130.1% | +15.3% | +114.7% | +101.2% |
| 1Y | +114.5% | +22.6% | +92.0% | +77.8% |
| 3Y | +52.4% | +74.7% | -22.3% | -6.6% |
| 5Y | -42.0% | +66.1% | -108.2% | -62.9% |
| 10Y | -18.1% | +225.0% | -243.1% | -68.5% |
| All | +43.8% | +374.2% | -330.4% | -59.0% |
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