-22.1%
LFCR vs VT
+11.9%
-34.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | 0.0% | +2.9% | -2.9% | -0.9% |
| 30D | -0.3% | -2.5% | +2.2% | +0.5% |
| 3M | +34.2% | -3.3% | +37.5% | +35.7% |
| 6M | +40.4% | +1.5% | +38.8% | +38.0% |
| YTD | -21.8% | +11.4% | -33.1% | -25.3% |
| 1Y | -22.1% | +11.9% | -34.0% | -25.4% |
| All | -22.1% | +11.9% | -34.0% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling