+60.3%
LMAT vs VT
+53.2%
+7.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -1.0% | -1.6% |
| 7D | -2.1% | -4.2% | +2.1% | +1.6% |
| 30D | +5.6% | -5.8% | +11.4% | +11.1% |
| 3M | +6.0% | -5.2% | +11.2% | +10.9% |
| 6M | -25.0% | +0.1% | -25.2% | -25.4% |
| YTD | +3.7% | +8.2% | -4.5% | -3.7% |
| 1Y | -2.2% | +10.1% | -12.4% | -10.7% |
| 3Y | +77.0% | +69.7% | +7.3% | +9.8% |
| 5Y | +60.3% | +53.4% | +6.9% | +14.1% |
| All | +60.3% | +53.2% | +7.1% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling