+281.8%
LMB vs VT
+215.5%
+66.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.1% |
| 7D | +10.4% | -2.3% | +12.8% | +13.1% |
| 30D | +4.9% | -5.0% | +9.8% | +10.2% |
| 3M | +11.5% | -4.9% | +16.4% | +17.1% |
| 6M | -30.6% | -1.5% | -29.0% | -29.0% |
| YTD | -31.3% | +8.5% | -39.8% | -35.7% |
| 1Y | -35.2% | +11.4% | -46.6% | -40.6% |
| 3Y | +76.5% | +70.1% | +6.4% | +18.8% |
| 5Y | +660.3% | +53.7% | +606.6% | +442.2% |
| All | +281.8% | +215.5% | +66.3% | +102.1% |
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 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