-30.3%
LMNR vs VT
+53.4%
-83.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -0.4% | -2.3% | +1.9% | +1.1% |
| 30D | -11.3% | -5.0% | -6.4% | -8.5% |
| 3M | -22.6% | -4.9% | -17.7% | -20.2% |
| 6M | -17.9% | -1.5% | -16.4% | -17.6% |
| YTD | -15.8% | +8.5% | -24.2% | -21.0% |
| 1Y | -22.5% | +11.4% | -33.9% | -28.7% |
| 3Y | -23.1% | +70.1% | -93.2% | -44.9% |
| All | -30.3% | +53.4% | -83.7% | -48.0% |
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