+141.7%
LMND vs VT
+69.7%
+72.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -5.2% |
| 7D | -7.9% | -2.3% | -5.6% | -2.5% |
| 30D | -15.5% | -5.0% | -10.6% | -5.0% |
| 3M | -23.7% | -4.9% | -18.9% | -14.3% |
| 6M | -25.4% | -1.5% | -23.8% | -21.7% |
| YTD | -44.4% | +8.5% | -52.9% | -52.6% |
| 1Y | -47.4% | +11.4% | -58.7% | -57.4% |
| 3Y | +141.7% | +70.1% | +71.7% | -32.1% |
| All | +141.7% | +69.7% | +72.0% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling