-40.5%
LFVN vs VT
+221.4%
-261.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.9% |
| 7D | +1.8% | +1.0% | +0.8% | +0.8% |
| 30D | -5.5% | -0.2% | -5.2% | -5.3% |
| 3M | -40.3% | +4.5% | -44.8% | -43.2% |
| 6M | +31.8% | +14.1% | +17.7% | +15.6% |
| YTD | +5.4% | +14.8% | -9.3% | -7.7% |
| 1Y | -42.9% | +21.2% | -64.1% | -52.5% |
| 3Y | +3.4% | +76.6% | -73.2% | -39.8% |
| 5Y | -1.9% | +66.6% | -68.5% | -39.9% |
| 10Y | -40.5% | +222.3% | -262.7% | -83.3% |
| All | -40.5% | +221.4% | -261.9% | -83.3% |
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