-53.7%
LFCR vs VT
+223.7%
-277.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -2.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.8% |
| 30D | -1.2% | -2.6% | +1.4% | +0.8% |
| 3M | +27.1% | -3.2% | +30.4% | +30.2% |
| 6M | +33.0% | +0.9% | +32.0% | +31.0% |
| YTD | -22.1% | +11.3% | -33.4% | -29.8% |
| 1Y | -7.0% | +14.0% | -21.0% | -17.9% |
| 3Y | -9.9% | +75.8% | -85.7% | -41.6% |
| 5Y | -35.0% | +57.8% | -92.8% | -54.9% |
| 10Y | -53.7% | +219.8% | -273.5% | -81.1% |
| All | -53.7% | +223.7% | -277.4% | -81.1% |
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 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