+146.4%
LFMD vs VT
+374.2%
-227.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.9% | +0.4% | -2.4% | -2.3% |
| 30D | -16.3% | +1.0% | -17.3% | -16.8% |
| 3M | -36.8% | +2.4% | -39.1% | -38.1% |
| 6M | -1.3% | +12.0% | -13.3% | -9.3% |
| YTD | -9.7% | +15.3% | -25.0% | -18.4% |
| 1Y | -51.0% | +22.6% | -73.5% | -57.5% |
| 3Y | -27.5% | +74.7% | -102.2% | -50.1% |
| 5Y | -57.6% | +66.1% | -123.8% | -69.1% |
| 10Y | +128.1% | +225.0% | -96.9% | +17.1% |
| All | +146.4% | +374.2% | -227.8% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling