-98.4%
LRMR vs VT
+236.2%
-334.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.5% | +0.4% | -4.9% | -5.0% |
| 30D | -6.6% | +1.0% | -7.6% | -7.5% |
| 3M | +16.4% | +2.4% | +14.0% | +13.8% |
| 6M | -29.7% | +12.0% | -41.7% | -37.1% |
| YTD | +0.5% | +15.3% | -14.8% | -12.1% |
| 1Y | -1.0% | +22.6% | -23.6% | -18.2% |
| 3Y | 0.0% | +74.7% | -74.7% | -37.9% |
| 5Y | -74.1% | +66.1% | -140.2% | -83.5% |
| 10Y | -89.2% | +225.0% | -314.2% | -96.5% |
| All | -98.4% | +236.2% | -334.6% | -99.5% |
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 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