-69.5%
LFT vs VT
+69.7%
-139.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +6.5% | -2.3% | +8.8% | +8.0% |
| 30D | -14.0% | -5.0% | -9.0% | -11.1% |
| 3M | -39.4% | -4.9% | -34.5% | -37.4% |
| 6M | -63.0% | -1.5% | -61.4% | -62.7% |
| YTD | -68.6% | +8.5% | -77.1% | -70.3% |
| 1Y | -70.2% | +11.4% | -81.6% | -72.2% |
| 3Y | -69.5% | +70.1% | -139.6% | -77.5% |
| All | -69.5% | +69.7% | -139.2% | -77.5% |
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 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