+342.0%
LMAT vs VT
+228.2%
+113.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.7% | +7.4% | +7.5% |
| 7D | +6.1% | -0.3% | +6.4% | +6.6% |
| 30D | +8.6% | -1.4% | +10.0% | +10.1% |
| 3M | -16.6% | -1.4% | -15.2% | -15.5% |
| 6M | -20.7% | +5.5% | -26.2% | -25.0% |
| YTD | +9.3% | +12.8% | -3.6% | -3.4% |
| 1Y | +1.8% | +15.4% | -13.7% | -12.1% |
| 3Y | +86.4% | +76.9% | +9.5% | +5.7% |
| 5Y | +77.2% | +60.4% | +16.8% | +10.7% |
| All | +342.0% | +228.2% | +113.8% | +43.4% |
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