+96.6%
LOMA vs VT
+66.2%
+30.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | +0.8% | +1.0% | -0.2% | -0.4% |
| 30D | -2.8% | -0.2% | -2.5% | -2.6% |
| 3M | -7.6% | +4.5% | -12.2% | -12.3% |
| 6M | +3.0% | +14.1% | -11.0% | -11.2% |
| YTD | -21.6% | +14.8% | -36.4% | -32.8% |
| 1Y | +27.0% | +21.2% | +5.8% | +3.4% |
| 3Y | +72.0% | +76.6% | -4.5% | -1.6% |
| 5Y | +96.6% | +66.6% | +30.0% | +15.1% |
| All | +96.6% | +66.2% | +30.4% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling