-50.1%
LKFT vs VT
+222.7%
-272.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | -4.8% | -0.1% | -4.7% | -4.7% |
| 30D | +1.9% | -0.7% | +2.6% | +2.5% |
| 3M | -3.0% | +4.0% | -7.0% | -6.5% |
| 6M | -17.0% | +12.3% | -29.3% | -25.2% |
| YTD | -16.1% | +14.0% | -30.1% | -25.5% |
| 1Y | -16.0% | +20.3% | -36.3% | -28.9% |
| 3Y | -25.9% | +75.4% | -101.4% | -55.7% |
| 5Y | -54.2% | +66.0% | -120.2% | -71.4% |
| 10Y | -50.1% | +228.2% | -278.3% | -84.2% |
| All | -50.1% | +222.7% | -272.8% | -84.2% |
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 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