+38.3%
LCUT vs VT
+356.1%
-317.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +1.6% | -1.6% | +3.2% | +3.0% |
| 30D | -6.4% | -2.5% | -3.9% | -4.3% |
| 3M | 0.0% | -1.3% | +1.3% | +1.3% |
| 6M | +27.8% | +3.1% | +24.7% | +23.9% |
| YTD | +121.3% | +10.9% | +110.4% | +100.6% |
| 1Y | +188.6% | +12.1% | +176.5% | +159.1% |
| 3Y | +68.8% | +73.9% | -5.1% | +4.2% |
| 5Y | -44.8% | +58.0% | -102.7% | -63.0% |
| 10Y | -25.1% | +225.5% | -250.5% | -71.0% |
| All | +38.3% | +356.1% | -317.8% | -59.1% |
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