+338.3%
LAMR vs VT
+224.4%
+113.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.9% |
| 7D | +2.5% | -0.7% | +3.2% | +3.2% |
| 30D | +10.7% | -1.7% | +12.5% | +12.8% |
| 3M | +6.9% | -2.3% | +9.2% | +9.5% |
| 6M | +9.1% | +1.5% | +7.6% | +5.4% |
| YTD | +32.9% | +12.0% | +20.8% | +11.6% |
| 1Y | +33.8% | +12.9% | +21.0% | +11.1% |
| 3Y | +102.3% | +74.9% | +27.3% | -9.8% |
| 5Y | +74.4% | +59.9% | +14.5% | -10.7% |
| 10Y | +338.3% | +224.6% | +113.6% | -6.4% |
| All | +338.3% | +224.4% | +113.9% | -6.4% |
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 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