-20.6%
LFVN vs VT
+222.7%
-243.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +7.4% |
| 7D | -0.2% | +2.9% | -3.1% | -2.8% |
| 30D | -15.3% | -2.5% | -12.8% | -12.8% |
| 3M | -22.0% | -3.3% | -18.6% | -19.2% |
| 6M | -0.7% | +1.5% | -2.3% | -2.6% |
| YTD | -16.2% | +11.4% | -27.6% | -24.2% |
| 1Y | -21.7% | +11.9% | -33.6% | -29.6% |
| 3Y | -5.7% | +73.9% | -79.6% | -43.6% |
| 5Y | -17.2% | +57.9% | -75.1% | -46.1% |
| All | -20.6% | +222.7% | -243.3% | -78.7% |
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 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