-32.7%
LFCR vs VT
+57.0%
-89.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +0.9% | +2.4% | -1.4% | -1.7% |
| 30D | 0.0% | -1.5% | +1.5% | +1.4% |
| 3M | +35.7% | -4.1% | +39.8% | +41.5% |
| 6M | +42.7% | +0.6% | +42.1% | +40.0% |
| YTD | -21.5% | +11.0% | -32.6% | -32.3% |
| 1Y | -18.6% | +13.3% | -32.0% | -31.8% |
| 3Y | -10.1% | +73.4% | -83.5% | -50.9% |
| All | -32.7% | +57.0% | -89.7% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling