-36.7%
LOMA vs VT
+160.1%
-196.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | -0.2% |
| 7D | -0.8% | -0.7% | -0.1% | -0.1% |
| 30D | -11.6% | -1.7% | -9.9% | -10.0% |
| 3M | -10.9% | -2.3% | -8.6% | -8.8% |
| 6M | -19.3% | +1.5% | -20.8% | -21.1% |
| YTD | -31.7% | +12.0% | -43.8% | -40.4% |
| 1Y | -21.9% | +12.9% | -34.8% | -32.4% |
| 3Y | +46.1% | +74.9% | -28.8% | -21.6% |
| 5Y | +75.0% | +59.9% | +15.1% | +3.6% |
| All | -36.7% | +160.1% | -196.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling