-22.9%
LRMR vs VT
+69.7%
-92.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.6% |
| 7D | -3.2% | -2.3% | -0.9% | +2.1% |
| 30D | -13.1% | -5.0% | -8.1% | -3.6% |
| 3M | -43.1% | -4.9% | -38.2% | -37.2% |
| 6M | -42.4% | -1.5% | -40.9% | -40.3% |
| YTD | -37.3% | +8.5% | -45.8% | -45.2% |
| 1Y | -31.1% | +11.4% | -42.5% | -42.6% |
| 3Y | -22.9% | +70.1% | -93.0% | -75.1% |
| All | -22.9% | +69.7% | -92.7% | -75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling