-52.4%
LFT vs VOO
+75.9%
-128.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -3.8% | -2.0% | -1.8% | -2.7% |
| 30D | -2.4% | -1.7% | -0.8% | -1.4% |
| 3M | -28.8% | +4.7% | -33.6% | -30.8% |
| 6M | -46.8% | +12.6% | -59.3% | -50.1% |
| YTD | -47.9% | +11.8% | -59.7% | -50.9% |
| 1Y | -66.9% | +17.5% | -84.5% | -69.5% |
| All | -52.4% | +75.9% | -128.3% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling