-82.0%
LFT vs VT
+290.8%
-372.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | +2.3% |
| 7D | +3.8% | -4.2% | +8.0% | +6.5% |
| 30D | -20.4% | -5.8% | -14.6% | -17.5% |
| 3M | -37.7% | -5.2% | -32.4% | -35.7% |
| 6M | -63.6% | +0.1% | -63.7% | -63.7% |
| YTD | -69.1% | +8.2% | -77.3% | -70.6% |
| 1Y | -70.9% | +10.1% | -81.0% | -72.6% |
| 3Y | -69.8% | +69.7% | -139.5% | -78.3% |
| 5Y | -81.6% | +53.4% | -135.0% | -86.1% |
| 10Y | -69.4% | +219.2% | -288.6% | -85.7% |
| All | -82.0% | +290.8% | -372.8% | -92.7% |
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