+427.6%
LMB vs VT
+247.6%
+180.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +20.6% | +0.4% | +20.2% | +20.2% |
| 30D | +0.3% | +1.0% | -0.7% | -0.4% |
| 3M | -40.9% | +2.4% | -43.3% | -41.7% |
| 6M | -42.7% | +12.0% | -54.7% | -47.4% |
| YTD | -36.0% | +15.3% | -51.3% | -42.3% |
| 1Y | -55.6% | +22.6% | -78.2% | -61.6% |
| 3Y | +35.7% | +74.7% | -39.0% | -4.7% |
| 5Y | +574.7% | +66.1% | +508.6% | +381.2% |
| 10Y | +337.4% | +225.0% | +112.4% | +160.9% |
| All | +427.6% | +247.6% | +180.0% | +217.4% |
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