+356.1%
LFVN vs VT
+374.2%
-18.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | -5.4% | +1.0% | -6.4% | -6.0% |
| 3M | -32.3% | +2.4% | -34.7% | -33.6% |
| 6M | +29.1% | +12.0% | +17.1% | +20.5% |
| YTD | +3.9% | +15.3% | -11.4% | -4.4% |
| 1Y | -51.9% | +22.6% | -74.5% | -57.3% |
| 3Y | +2.4% | +74.7% | -72.2% | -25.3% |
| 5Y | -4.6% | +66.1% | -70.8% | -28.6% |
| 10Y | -40.3% | +225.0% | -265.3% | -66.9% |
| All | +356.1% | +374.2% | -18.1% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling