+79.8%
LOMA vs VT
+57.4%
+22.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | 0.0% |
| 7D | -1.3% | +0.4% | -1.7% | -1.9% |
| 30D | -11.3% | -2.6% | -8.7% | -8.9% |
| 3M | -14.0% | -3.2% | -10.7% | -11.1% |
| 6M | -18.5% | +0.9% | -19.5% | -19.8% |
| YTD | -30.7% | +11.3% | -42.0% | -38.7% |
| 1Y | -16.9% | +14.0% | -30.9% | -28.4% |
| 3Y | +50.9% | +75.8% | -24.9% | -13.4% |
| 5Y | +79.8% | +57.8% | +21.9% | +8.5% |
| All | +79.8% | +57.4% | +22.4% | +8.5% |
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 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