-26.5%
LOMA vs VT
+167.8%
-194.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.0% | +0.4% | +5.5% | +5.4% |
| 30D | -8.1% | +1.0% | -9.0% | -9.2% |
| 3M | -9.8% | +2.4% | -12.1% | -12.4% |
| 6M | +1.8% | +12.0% | -10.2% | -11.0% |
| YTD | -20.7% | +15.3% | -36.0% | -32.9% |
| 1Y | +12.2% | +22.6% | -10.3% | -11.0% |
| 3Y | +59.0% | +74.7% | -15.7% | -14.4% |
| 5Y | +95.5% | +66.1% | +29.4% | +11.0% |
| All | -26.5% | +167.8% | -194.3% | -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 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