-41.9%
LFST vs VT
+72.9%
-114.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.4% | +0.4% | +3.0% | +2.7% |
| 30D | +22.8% | +1.0% | +21.8% | +21.0% |
| 3M | +66.6% | +2.4% | +64.2% | +60.1% |
| 6M | +73.7% | +12.0% | +61.7% | +44.7% |
| YTD | +80.8% | +15.3% | +65.5% | +43.8% |
| 1Y | +132.7% | +22.6% | +110.1% | +67.6% |
| 3Y | +61.1% | +74.7% | -13.5% | -38.5% |
| 5Y | -21.7% | +66.1% | -87.8% | -65.3% |
| All | -41.9% | +72.9% | -114.8% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling