-90.1%
LSF vs VT
+126.5%
-216.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | +2.6% | +0.4% | +2.1% | +2.0% |
| 30D | -2.9% | +1.0% | -3.9% | -4.1% |
| 3M | +19.6% | +2.4% | +17.3% | +16.1% |
| 6M | +52.3% | +12.0% | +40.3% | +34.1% |
| YTD | +81.1% | +15.3% | +65.7% | +54.4% |
| 1Y | -29.7% | +22.6% | -52.3% | -43.8% |
| 3Y | +294.1% | +74.7% | +219.4% | +118.1% |
| 5Y | -78.9% | +66.1% | -145.0% | -87.6% |
| All | -90.1% | +126.5% | -216.6% | -96.4% |
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