-2.0%
LMNR vs VT
+221.4%
-223.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +5.8% | +1.0% | +4.8% | +4.9% |
| 30D | +8.4% | -0.2% | +8.7% | +8.6% |
| 3M | +26.5% | +4.5% | +22.0% | +21.2% |
| 6M | +7.2% | +14.1% | -6.9% | -5.1% |
| YTD | +19.0% | +14.8% | +4.2% | +4.6% |
| 1Y | -3.3% | +21.2% | -24.5% | -19.1% |
| 3Y | +8.2% | +76.6% | -68.4% | -34.5% |
| 5Y | +3.6% | +66.6% | -63.0% | -34.7% |
| 10Y | -2.0% | +222.3% | -224.3% | -66.8% |
| All | -2.0% | +221.4% | -223.4% | -66.8% |
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