+191.3%
LFUS vs VT
+223.7%
-32.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.6% | +5.8% | +4.8% |
| 7D | -2.3% | +0.4% | -2.6% | -2.5% |
| 30D | -9.6% | -2.6% | -7.0% | -5.7% |
| 3M | -15.4% | -3.2% | -12.1% | -10.8% |
| 6M | -15.3% | +0.9% | -16.3% | -15.3% |
| YTD | +53.4% | +11.3% | +42.0% | +34.7% |
| 1Y | +60.2% | +14.0% | +46.2% | +36.4% |
| 3Y | +77.1% | +75.8% | +1.3% | -13.0% |
| 5Y | +25.0% | +57.8% | -32.9% | -28.3% |
| 10Y | +191.3% | +219.8% | -28.5% | -26.4% |
| All | +191.3% | +223.7% | -32.4% | -26.4% |
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