-28.9%
LMND vs VT
+57.0%
-85.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.6% |
| 7D | +11.7% | +2.4% | +9.4% | +5.4% |
| 30D | +0.8% | -1.5% | +2.3% | +5.0% |
| 3M | -16.6% | -4.1% | -12.5% | -7.3% |
| 6M | -16.4% | +0.6% | -17.0% | -16.6% |
| YTD | -37.9% | +11.0% | -49.0% | -51.1% |
| 1Y | -36.9% | +13.3% | -50.2% | -52.6% |
| 3Y | +208.4% | +73.4% | +135.0% | -14.9% |
| All | -28.9% | +57.0% | -85.9% | -70.3% |
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