-40.6%
LKFT vs VT
+57.4%
-98.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -1.5% |
| 7D | +4.7% | +0.4% | +4.3% | +4.4% |
| 30D | +12.7% | -2.6% | +15.3% | +14.7% |
| 3M | +24.1% | -3.2% | +27.4% | +26.8% |
| 6M | +17.2% | +0.9% | +16.3% | +16.0% |
| YTD | +2.5% | +11.3% | -8.8% | -5.3% |
| 1Y | +6.3% | +14.0% | -7.7% | -3.3% |
| 3Y | -7.5% | +75.8% | -83.4% | -38.6% |
| 5Y | -40.6% | +57.8% | -98.4% | -56.8% |
| All | -40.6% | +57.4% | -98.0% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling