+87.8%
LKFN vs VT
+222.7%
-134.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.2% |
| 7D | +0.8% | +2.9% | -2.1% | -1.7% |
| 30D | +9.7% | -2.5% | +12.2% | +12.0% |
| 3M | +0.2% | -3.3% | +3.5% | +3.0% |
| 6M | +5.2% | +1.5% | +3.7% | +3.0% |
| YTD | +12.2% | +11.4% | +0.8% | +0.8% |
| 1Y | +9.8% | +11.9% | -2.2% | -1.9% |
| 3Y | +33.1% | +73.9% | -40.8% | -19.6% |
| 5Y | -2.5% | +57.9% | -60.4% | -36.2% |
| All | +87.8% | +222.7% | -134.9% | -44.8% |
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