-96.2%
LUCD vs VT
+67.3%
-163.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +7.2% |
| 7D | +8.0% | -0.3% | +8.3% | +8.5% |
| 30D | -25.0% | -1.4% | -23.5% | -23.9% |
| 3M | -53.6% | -1.4% | -52.2% | -52.9% |
| 6M | -59.2% | +5.5% | -64.6% | -61.0% |
| YTD | -59.2% | +12.8% | -72.0% | -63.3% |
| 1Y | -59.9% | +15.4% | -75.3% | -64.7% |
| 3Y | -65.5% | +76.9% | -142.4% | -79.7% |
| 5Y | -95.5% | +60.4% | -156.0% | -96.6% |
| All | -96.2% | +67.3% | -163.5% | -97.3% |
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