-93.5%
LRMR vs VT
+224.4%
-317.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +0.4% |
| 7D | -1.1% | -0.7% | -0.4% | +0.2% |
| 30D | +7.9% | -1.7% | +9.7% | +10.7% |
| 3M | -36.7% | -2.3% | -34.4% | -34.8% |
| 6M | -33.3% | +1.5% | -34.8% | -33.6% |
| YTD | -28.3% | +12.0% | -40.4% | -34.5% |
| 1Y | -24.8% | +12.9% | -37.7% | -31.6% |
| 3Y | +11.4% | +74.9% | -63.5% | -26.6% |
| 5Y | -78.2% | +59.9% | -138.1% | -84.9% |
| 10Y | -93.5% | +224.6% | -318.1% | -97.2% |
| All | -93.5% | +224.4% | -317.9% | -97.2% |
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