-93.8%
LSF vs VT
+117.8%
-211.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.7% | -1.6% | -1.1% | -0.9% |
| 30D | -27.2% | -2.5% | -24.7% | -25.0% |
| 3M | -36.5% | -1.3% | -35.2% | -35.6% |
| 6M | -19.5% | +3.1% | -22.6% | -22.3% |
| YTD | +13.5% | +10.9% | +2.6% | +1.1% |
| 1Y | -48.7% | +12.1% | -60.7% | -54.6% |
| 3Y | +210.0% | +73.9% | +136.1% | +73.0% |
| 5Y | -86.1% | +58.0% | -144.1% | -91.4% |
| All | -93.8% | +117.8% | -211.6% | -97.6% |
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