-12.8%
LFCR vs VT
+69.7%
-82.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.9% |
| 7D | -0.6% | -2.3% | +1.7% | +2.2% |
| 30D | -1.2% | -5.0% | +3.7% | +5.4% |
| 3M | +31.4% | -4.9% | +36.3% | +39.5% |
| 6M | +28.2% | -1.5% | +29.8% | +28.3% |
| YTD | -22.2% | +8.5% | -30.7% | -34.4% |
| 1Y | -3.9% | +11.4% | -15.3% | -22.8% |
| 3Y | -12.8% | +70.1% | -82.8% | -66.0% |
| All | -12.8% | +69.7% | -82.5% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling