-82.3%
LRMR vs VT
+53.2%
-135.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.1% | -11.9% | -10.7% |
| 7D | -13.1% | -4.2% | -8.9% | -7.3% |
| 30D | -16.5% | -5.8% | -10.7% | -9.0% |
| 3M | -43.4% | -5.2% | -38.2% | -38.9% |
| 6M | -42.1% | +0.1% | -42.3% | -41.6% |
| YTD | -39.1% | +8.2% | -47.3% | -43.9% |
| 1Y | -28.0% | +10.1% | -38.1% | -35.0% |
| 3Y | -27.4% | +69.7% | -97.0% | -56.6% |
| 5Y | -82.3% | +53.4% | -135.7% | -89.5% |
| All | -82.3% | +53.2% | -135.5% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling