-58.2%
LFMD vs VT
+57.4%
-115.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +2.6% | -14.0% | -15.6% |
| 7D | -9.1% | +0.4% | -9.5% | -9.9% |
| 30D | -20.2% | -2.6% | -17.6% | -16.9% |
| 3M | -41.0% | -3.2% | -37.8% | -38.0% |
| 6M | -56.1% | +0.9% | -57.0% | -57.3% |
| YTD | -38.4% | +11.3% | -49.7% | -48.3% |
| 1Y | -59.9% | +14.0% | -73.9% | -67.5% |
| 3Y | -69.2% | +75.8% | -145.0% | -86.9% |
| 5Y | -58.2% | +57.8% | -116.0% | -76.0% |
| All | -58.2% | +57.4% | -115.5% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling