-25.4%
LKFT vs VT
+76.6%
-102.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -3.2% | +1.0% | -4.2% | -3.8% |
| 30D | +2.3% | -0.2% | +2.6% | +2.5% |
| 3M | -0.7% | +4.5% | -5.3% | -3.7% |
| 6M | -16.1% | +14.1% | -30.1% | -23.4% |
| YTD | -15.5% | +14.8% | -30.3% | -23.2% |
| 1Y | -17.6% | +21.2% | -38.8% | -27.7% |
| 3Y | -25.4% | +76.6% | -102.0% | -52.5% |
| All | -25.4% | +76.6% | -102.0% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling