+3,423.9%
LMAT vs VT
+356.1%
+3,067.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.8% | -1.6% | -2.2% | -2.9% |
| 30D | +2.1% | -2.5% | +4.6% | +3.5% |
| 3M | -22.0% | -1.3% | -20.7% | -21.4% |
| 6M | -27.7% | +3.1% | -30.8% | -29.1% |
| YTD | +0.2% | +10.9% | -10.8% | -5.8% |
| 1Y | -6.3% | +12.1% | -18.4% | -12.5% |
| 3Y | +70.9% | +73.9% | -3.0% | +25.6% |
| 5Y | +60.8% | +58.0% | +2.8% | +24.4% |
| 10Y | +331.4% | +225.5% | +106.0% | +146.8% |
| All | +3,423.9% | +356.1% | +3,067.8% | +1,488.4% |
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 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