+27.7%
LFMD vs VT
+222.7%
-195.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.0% |
| 7D | -27.5% | +2.9% | -30.4% | -30.3% |
| 30D | -32.8% | -2.5% | -30.3% | -30.6% |
| 3M | -49.5% | -3.3% | -46.2% | -47.3% |
| 6M | -61.2% | +1.5% | -62.7% | -62.2% |
| YTD | -51.3% | +11.4% | -62.7% | -57.3% |
| 1Y | -67.3% | +11.9% | -79.2% | -71.3% |
| 3Y | -75.9% | +73.9% | -149.8% | -87.2% |
| 5Y | -65.1% | +57.9% | -123.0% | -78.8% |
| All | +27.7% | +222.7% | -195.0% | -47.3% |
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