-27.6%
LOMA vs VT
+164.7%
-192.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.5% |
| 7D | -2.8% | -0.1% | -2.6% | -2.7% |
| 30D | -2.0% | -0.7% | -1.4% | -1.3% |
| 3M | -13.7% | +4.0% | -17.7% | -17.8% |
| 6M | +1.0% | +12.3% | -11.3% | -11.9% |
| YTD | -21.9% | +14.0% | -35.9% | -32.9% |
| 1Y | +27.0% | +20.3% | +6.7% | +3.0% |
| 3Y | +71.5% | +75.4% | -3.9% | -8.1% |
| 5Y | +103.7% | +66.0% | +37.8% | +15.7% |
| All | -27.6% | +164.7% | -192.3% | -78.0% |
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 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