-74.3%
LRMR vs VT
+66.2%
-140.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.5% | +0.4% | -4.9% | -5.1% |
| 30D | -6.6% | +1.0% | -7.6% | -7.7% |
| 3M | +16.4% | +2.4% | +14.0% | +13.0% |
| 6M | -29.7% | +12.0% | -41.7% | -39.1% |
| YTD | +0.5% | +15.3% | -14.8% | -15.5% |
| 1Y | -1.0% | +22.6% | -23.6% | -22.5% |
| 3Y | 0.0% | +74.7% | -74.7% | -44.2% |
| All | -74.3% | +66.2% | -140.5% | -85.6% |
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