+83.2%
LFMD vs VT
+345.0%
-261.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.5% | -3.4% |
| 7D | -1.3% | -4.2% | +2.9% | +2.3% |
| 30D | -16.1% | -5.8% | -10.3% | -11.9% |
| 3M | -37.8% | -5.2% | -32.5% | -34.9% |
| 6M | -55.4% | +0.1% | -55.5% | -55.3% |
| YTD | -32.8% | +8.2% | -41.1% | -36.1% |
| 1Y | -59.3% | +10.1% | -69.4% | -61.7% |
| 3Y | -67.8% | +69.7% | -137.5% | -77.2% |
| 5Y | -53.8% | +53.4% | -107.2% | -64.2% |
| 10Y | +99.1% | +219.2% | -120.1% | +5.5% |
| All | +83.2% | +345.0% | -261.8% | -43.5% |
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