+82.3%
LFMD vs VT
+215.5%
-133.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.2% |
| 7D | +3.5% | -2.3% | +5.8% | +7.0% |
| 30D | -15.1% | -5.0% | -10.1% | -9.0% |
| 3M | -30.3% | -4.9% | -25.4% | -25.4% |
| 6M | -55.0% | -1.5% | -53.5% | -54.2% |
| YTD | -30.5% | +8.5% | -39.0% | -36.7% |
| 1Y | -54.9% | +11.4% | -66.3% | -60.2% |
| 3Y | -67.6% | +70.1% | -137.7% | -82.3% |
| 5Y | -52.2% | +53.7% | -105.9% | -69.9% |
| All | +82.3% | +215.5% | -133.2% | -21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling