+146.4%
LFMD vs VT
+222.7%
-76.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.9% | +0.4% | -2.4% | -2.5% |
| 30D | -16.3% | +1.0% | -17.3% | -17.2% |
| 3M | -36.8% | +2.4% | -39.1% | -39.0% |
| 6M | -1.3% | +12.0% | -13.3% | -14.6% |
| YTD | -9.7% | +15.3% | -25.0% | -24.2% |
| 1Y | -51.0% | +22.6% | -73.5% | -61.6% |
| 3Y | -27.5% | +74.7% | -102.2% | -62.0% |
| 5Y | -57.6% | +66.1% | -123.8% | -75.7% |
| All | +146.4% | +222.7% | -76.3% | -27.2% |
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