-42.4%
LMND vs VT
+130.4%
-172.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -5.0% |
| 7D | -3.0% | +0.4% | -3.3% | -3.4% |
| 30D | -14.0% | -2.6% | -11.4% | -8.0% |
| 3M | -24.5% | -3.2% | -21.3% | -18.0% |
| 6M | -27.3% | +0.9% | -28.3% | -28.1% |
| YTD | -43.8% | +11.3% | -55.2% | -55.7% |
| 1Y | -46.7% | +14.0% | -60.7% | -60.0% |
| 3Y | +165.6% | +75.8% | +89.7% | -25.9% |
| 5Y | -36.5% | +57.8% | -94.3% | -73.7% |
| All | -42.4% | +130.4% | -172.8% | -87.9% |
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