-37.4%
LOMA vs VT
+157.2%
-194.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.1% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -13.6% | -3.1% | -10.6% | -10.7% |
| 3M | -15.4% | -3.5% | -11.9% | -12.2% |
| 6M | -20.7% | +0.5% | -21.2% | -21.5% |
| YTD | -32.5% | +10.8% | -43.3% | -40.3% |
| 1Y | -22.2% | +11.9% | -34.1% | -32.0% |
| 3Y | +44.5% | +73.0% | -28.5% | -21.5% |
| 5Y | +73.8% | +58.6% | +15.1% | +3.9% |
| All | -37.4% | +157.2% | -194.6% | -80.5% |
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