-54.0%
LFCR vs VT
+217.6%
-271.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | -0.8% | -0.1% | -0.6% | -0.8% |
| 30D | -1.2% | -3.1% | +1.8% | +1.2% |
| 3M | +36.7% | -3.5% | +40.2% | +40.2% |
| 6M | +33.0% | +0.5% | +32.5% | +31.5% |
| YTD | -22.1% | +10.8% | -32.9% | -29.6% |
| 1Y | -12.6% | +11.9% | -24.5% | -21.7% |
| 3Y | -9.0% | +73.0% | -82.0% | -40.3% |
| 5Y | -34.1% | +58.6% | -92.7% | -54.3% |
| 10Y | -54.0% | +219.2% | -273.2% | -81.3% |
| All | -54.0% | +217.6% | -271.7% | -81.3% |
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