+54.7%
LMTL vs VT
+21.8%
+32.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.6% | +5.2% | +7.6% |
| 7D | -17.1% | +0.4% | -17.5% | -17.1% |
| 30D | +30.1% | -2.6% | +32.7% | +30.3% |
| 3M | -3.6% | -3.2% | -0.4% | -3.4% |
| 6M | +24.1% | +0.9% | +23.1% | +22.3% |
| YTD | +28.3% | +11.3% | +17.0% | +19.3% |
| 1Y | +42.4% | +14.0% | +28.4% | +32.1% |
| All | +54.7% | +21.8% | +32.9% | +38.9% |
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