+17.0%
LMBS vs VT
+53.2%
-36.2%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.2% |
| 7D | +0.5% | -4.2% | +4.7% | +0.6% |
| 30D | +1.5% | -5.8% | +7.3% | +1.7% |
| 3M | -0.2% | -5.2% | +5.1% | -0.1% |
| 6M | +0.6% | +0.1% | +0.4% | +0.5% |
| YTD | +1.6% | +8.2% | -6.6% | +1.4% |
| 1Y | +2.6% | +10.1% | -7.6% | +2.3% |
| 3Y | +18.3% | +69.7% | -51.4% | +16.9% |
| 5Y | +17.0% | +53.4% | -36.4% | +15.2% |
| All | +17.0% | +53.2% | -36.2% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling