-68.8%
LFT vs VT
+13.0%
-81.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +3.7% |
| 7D | +11.2% | +0.4% | +10.8% | +10.5% |
| 30D | -15.5% | -2.6% | -12.9% | -13.6% |
| 3M | -37.6% | -3.2% | -34.3% | -35.8% |
| 6M | -61.4% | +0.9% | -62.4% | -62.1% |
| YTD | -66.7% | +11.3% | -78.0% | -71.2% |
| All | -68.8% | +13.0% | -81.8% | -73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling