+319.5%
LAMR vs VT
+222.7%
+96.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.0% |
| 7D | +1.5% | +2.9% | -1.4% | -2.2% |
| 30D | +9.0% | -2.5% | +11.5% | +12.2% |
| 3M | +4.8% | -3.3% | +8.1% | +8.8% |
| 6M | +10.6% | +1.5% | +9.1% | +6.7% |
| YTD | +30.5% | +11.4% | +19.1% | +10.4% |
| 1Y | +30.8% | +11.9% | +18.9% | +9.7% |
| 3Y | +98.6% | +73.9% | +24.7% | -10.7% |
| 5Y | +74.9% | +57.9% | +17.0% | -8.8% |
| All | +319.5% | +222.7% | +96.8% | -10.5% |
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