+289.3%
LMB vs VT
+214.8%
+74.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | -2.5% |
| 7D | +5.9% | -4.2% | +10.1% | +10.4% |
| 30D | +6.1% | -5.8% | +11.9% | +12.4% |
| 3M | +9.6% | -5.2% | +14.8% | +15.5% |
| 6M | -52.2% | +0.1% | -52.4% | -52.3% |
| YTD | -30.0% | +8.2% | -38.2% | -34.3% |
| 1Y | -35.1% | +10.1% | -45.2% | -39.9% |
| 3Y | +80.6% | +69.7% | +11.0% | +21.8% |
| 5Y | +675.2% | +53.4% | +621.9% | +454.0% |
| All | +289.3% | +214.8% | +74.5% | +106.5% |
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