-33.3%
LMNR vs VT
+57.0%
-90.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -3.7% | +2.4% | -6.0% | -5.0% |
| 30D | -13.5% | -1.5% | -12.0% | -12.7% |
| 3M | -25.8% | -4.1% | -21.7% | -23.9% |
| 6M | -22.7% | +0.6% | -23.3% | -23.4% |
| YTD | -18.8% | +11.0% | -29.9% | -24.9% |
| 1Y | -23.7% | +13.3% | -37.0% | -30.4% |
| 3Y | -25.4% | +73.4% | -98.7% | -47.2% |
| All | -33.3% | +57.0% | -90.4% | -51.2% |
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