-86.7%
LSF vs VT
+60.6%
-147.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -6.7% |
| 7D | -10.8% | -0.3% | -10.5% | -10.5% |
| 30D | -23.8% | -1.4% | -22.4% | -22.5% |
| 3M | -41.2% | -1.4% | -39.8% | -40.4% |
| 6M | -22.6% | +5.5% | -28.0% | -27.4% |
| YTD | +8.1% | +12.8% | -4.7% | -5.9% |
| 1Y | -46.5% | +15.4% | -62.0% | -54.5% |
| 3Y | +195.2% | +76.9% | +118.3% | +60.2% |
| 5Y | -86.7% | +60.4% | -147.1% | -92.2% |
| All | -86.7% | +60.6% | -147.3% | -92.2% |
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