+146.4%
LSAF vs VT
+135.8%
+10.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.4% |
| 7D | -0.6% | -2.3% | +1.8% | +1.8% |
| 30D | +5.3% | -5.0% | +10.3% | +10.9% |
| 3M | +2.3% | -4.9% | +7.2% | +7.6% |
| 6M | +14.4% | -1.5% | +15.9% | +15.6% |
| YTD | +25.8% | +8.5% | +17.3% | +14.2% |
| 1Y | +30.2% | +11.4% | +18.8% | +14.9% |
| 3Y | +82.3% | +70.1% | +12.2% | +1.4% |
| 5Y | +75.3% | +53.7% | +21.6% | +9.2% |
| All | +146.4% | +135.8% | +10.6% | -6.7% |
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