-41.9%
LFST vs VOO
+96.1%
-138.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | +22.8% | +0.1% | +22.7% | +22.7% |
| 3M | +66.6% | +2.0% | +64.6% | +61.5% |
| 6M | +73.7% | +13.0% | +60.6% | +45.9% |
| YTD | +80.8% | +13.6% | +67.2% | +50.9% |
| 1Y | +132.7% | +20.1% | +112.6% | +78.9% |
| 3Y | +61.1% | +77.6% | -16.4% | -35.1% |
| 5Y | -21.7% | +82.4% | -104.1% | -68.9% |
| All | -41.9% | +96.1% | -138.0% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 all: compounded portfolio wealth divided by compounded VOO 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…
all analysis · Full analysis span regression · 6 months rolling