-43.9%
LKFT vs VT
+220.7%
-264.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.1% |
| 7D | +3.9% | -0.1% | +4.1% | +4.0% |
| 30D | +12.4% | -3.1% | +15.4% | +15.2% |
| 3M | +24.2% | -3.5% | +27.7% | +27.8% |
| 6M | +16.9% | +0.5% | +16.4% | +15.7% |
| YTD | +2.2% | +10.8% | -8.6% | -7.1% |
| 1Y | +3.0% | +11.9% | -8.9% | -7.2% |
| 3Y | -8.1% | +73.0% | -81.0% | -44.4% |
| 5Y | -38.4% | +58.6% | -97.1% | -59.9% |
| All | -43.9% | +220.7% | -264.6% | -80.5% |
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