-80.6%
LFT price history and return analytics
+301.9%
-382.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +4.5% |
| 7D | +11.2% | +0.4% | +10.8% | +10.9% |
| 30D | -15.5% | -2.6% | -12.9% | -14.1% |
| 3M | -37.6% | -3.2% | -34.3% | -36.4% |
| 6M | -61.4% | +0.9% | -62.4% | -61.7% |
| YTD | -66.7% | +11.3% | -78.0% | -68.8% |
| 1Y | -68.2% | +14.0% | -82.2% | -70.6% |
| 3Y | -68.6% | +75.8% | -144.4% | -77.9% |
| 5Y | -80.5% | +57.8% | -138.4% | -85.5% |
| 10Y | -68.4% | +219.8% | -288.2% | -85.3% |
| All | -80.6% | +301.9% | -382.5% | -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 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