-68.9%
LFT vs VT
+224.4%
-293.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.5% |
| 7D | +6.7% | -0.7% | +7.3% | +7.1% |
| 30D | -12.3% | -1.7% | -10.6% | -11.4% |
| 3M | -38.1% | -2.3% | -35.8% | -37.3% |
| 6M | -61.1% | +1.5% | -62.6% | -61.5% |
| YTD | -67.0% | +12.0% | -79.0% | -69.2% |
| 1Y | -69.3% | +12.9% | -82.2% | -71.5% |
| 3Y | -68.7% | +74.9% | -143.7% | -77.9% |
| 5Y | -80.6% | +59.9% | -140.6% | -85.7% |
| 10Y | -68.9% | +224.6% | -293.6% | -86.5% |
| All | -68.9% | +224.4% | -293.3% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling