-37.8%
LOMA vs VT
+157.8%
-195.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.6% |
| 7D | -0.5% | +2.4% | -2.8% | -3.1% |
| 30D | -12.3% | -1.5% | -10.8% | -11.0% |
| 3M | -8.5% | -4.1% | -4.4% | -4.3% |
| 6M | -17.1% | +0.6% | -17.6% | -18.0% |
| YTD | -32.9% | +11.0% | -43.9% | -40.8% |
| 1Y | -24.2% | +13.3% | -37.5% | -34.7% |
| 3Y | +48.3% | +73.4% | -25.1% | -19.6% |
| 5Y | +84.5% | +57.4% | +27.0% | +11.4% |
| All | -37.8% | +157.8% | -195.6% | -80.6% |
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 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