-22.5%
LFS vs VT
+15.2%
-37.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -3.7% |
| 7D | -3.3% | -0.3% | -3.0% | -3.0% |
| 30D | -6.9% | -1.4% | -5.4% | -5.0% |
| 3M | -15.8% | -1.4% | -14.4% | -14.1% |
| 6M | +0.5% | +5.5% | -5.0% | -6.5% |
| YTD | -26.7% | +12.8% | -39.5% | -34.3% |
| 1Y | -22.5% | +15.4% | -37.9% | -36.1% |
| All | -22.5% | +15.2% | -37.7% | -36.1% |
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 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