+9.7%
LEMB vs VT
+400.7%
-391.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.2% | -1.6% | +1.4% | +0.3% |
| 30D | -0.2% | -2.5% | +2.3% | +0.6% |
| 3M | -1.6% | -1.3% | -0.3% | -1.3% |
| 6M | +0.4% | +3.1% | -2.7% | -0.7% |
| YTD | +0.9% | +10.9% | -10.0% | -2.5% |
| 1Y | +3.7% | +12.1% | -8.3% | -0.1% |
| 3Y | +23.0% | +73.9% | -50.9% | +2.4% |
| 5Y | +9.2% | +58.0% | -48.8% | -7.0% |
| 10Y | +13.8% | +225.5% | -211.7% | -24.6% |
| All | +9.7% | +400.7% | -391.0% | -33.2% |
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