-98.8%
LRMR vs VT
+228.9%
-327.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +7.0% |
| 7D | +8.7% | -0.3% | +9.0% | +9.2% |
| 30D | -3.5% | -1.4% | -2.1% | -1.8% |
| 3M | -32.8% | -1.4% | -31.5% | -31.8% |
| 6M | -34.6% | +5.5% | -40.1% | -37.8% |
| YTD | -27.6% | +12.8% | -40.4% | -35.2% |
| 1Y | -27.4% | +15.4% | -42.8% | -36.5% |
| 3Y | -13.6% | +76.9% | -90.5% | -46.7% |
| 5Y | -79.2% | +60.4% | -139.6% | -86.3% |
| 10Y | -92.2% | +232.8% | -324.9% | -97.6% |
| All | -98.8% | +228.9% | -327.7% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling