-35.6%
LMNR vs VT
+215.5%
-251.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.0% |
| 7D | -0.4% | -2.3% | +1.9% | +1.6% |
| 30D | -11.3% | -5.0% | -6.4% | -7.6% |
| 3M | -22.6% | -4.9% | -17.7% | -19.4% |
| 6M | -17.9% | -1.5% | -16.4% | -17.5% |
| YTD | -15.8% | +8.5% | -24.2% | -22.5% |
| 1Y | -22.5% | +11.4% | -33.9% | -30.4% |
| 3Y | -23.1% | +70.1% | -93.2% | -52.2% |
| 5Y | -30.5% | +53.7% | -84.2% | -53.1% |
| All | -35.6% | +215.5% | -251.1% | -80.3% |
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