+116.9%
LKFT vs VT
+354.5%
-237.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -1.2% |
| 7D | -2.2% | -0.7% | -1.5% | -1.8% |
| 30D | +12.7% | -1.7% | +14.5% | +14.2% |
| 3M | +16.0% | -2.3% | +18.4% | +18.1% |
| 6M | +21.5% | +1.5% | +19.9% | +19.3% |
| YTD | +2.0% | +12.0% | -10.1% | -7.9% |
| 1Y | +1.5% | +12.9% | -11.4% | -8.8% |
| 3Y | -8.3% | +74.9% | -83.2% | -44.0% |
| 5Y | -37.6% | +59.9% | -97.5% | -59.1% |
| 10Y | -44.0% | +224.6% | -268.6% | -79.7% |
| All | +116.9% | +354.5% | -237.6% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling