+61.5%
LFMD vs VT
+223.7%
-162.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +2.6% | -14.0% | -14.7% |
| 7D | -9.1% | +0.4% | -9.5% | -9.7% |
| 30D | -20.2% | -2.6% | -17.6% | -17.6% |
| 3M | -41.0% | -3.2% | -37.8% | -38.6% |
| 6M | -56.1% | +0.9% | -57.0% | -57.0% |
| YTD | -38.4% | +11.3% | -49.7% | -46.0% |
| 1Y | -59.9% | +14.0% | -73.9% | -65.8% |
| 3Y | -69.2% | +75.8% | -145.0% | -83.9% |
| 5Y | -58.2% | +57.8% | -116.0% | -74.6% |
| 10Y | +61.5% | +219.8% | -158.3% | -36.2% |
| All | +61.5% | +223.7% | -162.1% | -36.2% |
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