+285.3%
LAMR vs VT
+221.4%
+63.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -0.8% | +1.0% | -1.8% | -2.1% |
| 30D | -6.8% | -0.2% | -6.6% | -6.6% |
| 3M | +1.2% | +4.5% | -3.3% | -5.2% |
| 6M | +12.7% | +14.1% | -1.3% | -6.6% |
| YTD | +21.1% | +14.8% | +6.4% | -0.8% |
| 1Y | +22.8% | +21.2% | +1.6% | -7.0% |
| 3Y | +101.1% | +76.6% | +24.5% | -10.1% |
| 5Y | +68.5% | +66.6% | +2.0% | -17.9% |
| 10Y | +285.3% | +222.3% | +63.0% | -19.9% |
| All | +285.3% | +221.4% | +63.8% | -19.9% |
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