-32.3%
LMNR vs VT
+374.2%
-406.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +8.8% | +0.4% | +8.3% | +8.4% |
| 30D | +9.3% | +1.0% | +8.4% | +8.5% |
| 3M | +26.3% | +2.4% | +23.9% | +23.6% |
| 6M | +3.7% | +12.0% | -8.3% | -5.1% |
| YTD | +18.7% | +15.3% | +3.3% | +6.2% |
| 1Y | -5.0% | +22.6% | -27.6% | -18.8% |
| 3Y | +1.2% | +74.7% | -73.5% | -32.6% |
| 5Y | +0.3% | +66.1% | -65.8% | -31.8% |
| 10Y | +4.2% | +225.0% | -220.8% | -54.8% |
| All | -32.3% | +374.2% | -406.5% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling