-93.0%
LRMR vs VT
+221.8%
-314.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.3% | +12.1% | +12.1% |
| 7D | +26.4% | +2.4% | +24.0% | +23.6% |
| 30D | +44.5% | -1.5% | +46.0% | +47.9% |
| 3M | -29.3% | -4.1% | -25.2% | -25.9% |
| 6M | -26.3% | +0.6% | -26.9% | -26.1% |
| YTD | -20.7% | +11.0% | -31.8% | -26.9% |
| 1Y | -8.2% | +13.3% | -21.6% | -16.8% |
| 3Y | +26.4% | +73.4% | -47.0% | -16.1% |
| 5Y | -73.5% | +57.4% | -131.0% | -81.4% |
| All | -93.0% | +221.8% | -314.8% | -97.0% |
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 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