+127.8%
LFST vs VT
+73.6%
+54.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.1% | -1.6% | +3.7% | +3.5% |
| 30D | +13.0% | -2.5% | +15.5% | +15.5% |
| 3M | +26.9% | -1.3% | +28.2% | +28.1% |
| 6M | +77.6% | +3.1% | +74.5% | +71.2% |
| YTD | +89.9% | +10.9% | +79.0% | +70.5% |
| 1Y | +171.7% | +12.1% | +159.7% | +141.0% |
| All | +127.8% | +73.6% | +54.2% | +4.6% |
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