-14.6%
LFVN vs VT
+223.7%
-238.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -1.1% |
| 7D | -9.9% | +0.4% | -10.2% | -9.7% |
| 30D | -11.8% | -2.6% | -9.2% | -9.2% |
| 3M | -21.1% | -3.2% | -17.9% | -18.5% |
| 6M | +0.5% | +0.9% | -0.5% | -0.9% |
| YTD | -12.0% | +11.3% | -23.3% | -20.5% |
| 1Y | -26.3% | +14.0% | -40.3% | -34.9% |
| 3Y | -22.5% | +75.8% | -98.4% | -54.3% |
| 5Y | -7.4% | +57.8% | -65.2% | -39.7% |
| 10Y | -14.6% | +219.8% | -234.4% | -76.5% |
| All | -14.6% | +223.7% | -238.3% | -76.5% |
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 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