+264.0%
LFUS vs VT
+224.5%
+39.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +3.4% | +0.4% | +2.9% | +2.7% |
| 30D | -9.0% | +1.0% | -9.9% | -10.1% |
| 3M | -12.6% | +2.4% | -14.9% | -15.0% |
| 6M | +24.5% | +12.0% | +12.5% | +7.4% |
| YTD | +66.7% | +15.3% | +51.3% | +38.4% |
| 1Y | +62.9% | +22.6% | +40.3% | +24.9% |
| 3Y | +61.6% | +74.7% | -13.0% | -20.5% |
| 5Y | +56.7% | +66.1% | -9.4% | -16.7% |
| All | +264.0% | +224.5% | +39.6% | -14.4% |
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