+428.3%
LMB vs VT
+234.3%
+193.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.3% | +6.3% |
| 7D | +1.4% | -1.6% | +3.0% | +2.7% |
| 30D | +1.7% | -2.5% | +4.2% | +3.8% |
| 3M | -31.8% | -1.3% | -30.5% | -31.0% |
| 6M | -49.7% | +3.1% | -52.8% | -50.9% |
| YTD | -35.9% | +10.9% | -46.8% | -40.4% |
| 1Y | -46.6% | +12.1% | -58.6% | -50.7% |
| 3Y | +65.5% | +73.9% | -8.4% | +17.2% |
| 5Y | +613.1% | +58.0% | +555.2% | +426.5% |
| 10Y | +245.9% | +225.5% | +20.5% | +112.8% |
| All | +428.3% | +234.3% | +193.9% | +227.6% |
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