+150.8%
LSAF vs VT
+140.8%
+10.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +5.6% | -3.1% | +8.7% | +8.9% |
| 3M | +3.1% | -3.5% | +6.6% | +6.7% |
| 6M | +17.3% | +0.5% | +16.9% | +16.0% |
| YTD | +28.1% | +10.8% | +17.3% | +13.7% |
| 1Y | +30.2% | +11.9% | +18.3% | +14.4% |
| 3Y | +84.1% | +73.0% | +11.1% | +0.6% |
| 5Y | +78.8% | +58.6% | +20.2% | +7.7% |
| All | +150.8% | +140.8% | +10.0% | -7.1% |
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