-68.0%
LFT vs VT
+316.4%
-384.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.7% | +0.4% | -3.1% | -3.0% |
| 30D | +10.8% | +1.0% | +9.8% | +10.2% |
| 3M | -29.2% | +2.4% | -31.6% | -30.3% |
| 6M | -43.5% | +12.0% | -55.5% | -47.3% |
| YTD | -45.1% | +15.3% | -60.4% | -49.7% |
| 1Y | -65.1% | +22.6% | -87.7% | -69.2% |
| 3Y | -50.1% | +74.7% | -124.7% | -64.6% |
| 5Y | -68.0% | +66.1% | -134.1% | -76.9% |
| 10Y | -51.3% | +225.0% | -276.3% | -77.5% |
| All | -68.0% | +316.4% | -384.5% | -87.5% |
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 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