+315.2%
LAMR vs VT
+223.7%
+91.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -1.6% |
| 7D | +0.7% | +0.4% | +0.3% | 0.0% |
| 30D | +8.4% | -2.6% | +11.0% | +11.7% |
| 3M | -0.2% | -3.2% | +3.0% | +3.5% |
| 6M | +2.7% | +0.9% | +1.8% | -0.1% |
| YTD | +29.7% | +11.3% | +18.4% | +9.9% |
| 1Y | +31.8% | +14.0% | +17.8% | +7.9% |
| 3Y | +99.6% | +75.8% | +23.7% | -11.7% |
| 5Y | +67.4% | +57.8% | +9.6% | -12.7% |
| 10Y | +315.2% | +219.8% | +95.4% | -12.1% |
| All | +315.2% | +223.7% | +91.5% | -12.1% |
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