+3,550.3%
LMAT vs VT
+345.0%
+3,205.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -1.0% | -2.7% |
| 7D | -2.1% | -4.2% | +2.1% | +0.4% |
| 30D | +5.6% | -5.8% | +11.4% | +9.3% |
| 3M | +6.0% | -5.2% | +11.2% | +9.3% |
| 6M | -25.0% | +0.1% | -25.2% | -25.2% |
| YTD | +3.7% | +8.2% | -4.5% | -1.0% |
| 1Y | -2.2% | +10.1% | -12.4% | -7.6% |
| 3Y | +77.0% | +69.7% | +7.3% | +32.1% |
| 5Y | +60.3% | +53.4% | +6.9% | +26.2% |
| 10Y | +345.6% | +219.2% | +126.4% | +158.3% |
| All | +3,550.3% | +345.0% | +3,205.3% | +1,570.2% |
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