-34.2%
LMRI vs VT
+15.6%
-49.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +5.8% | +0.4% | +5.4% | +5.1% |
| 30D | +7.8% | +1.0% | +6.8% | +6.2% |
| 3M | +47.8% | +2.4% | +45.4% | +42.5% |
| 6M | -21.5% | +12.0% | -33.5% | -40.1% |
| YTD | -34.2% | +15.3% | -49.5% | -50.9% |
| All | -34.2% | +15.6% | -49.8% | -51.0% |
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 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