-40.2%
LMND vs VT
+124.0%
-164.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.6% | -0.1% |
| 7D | -9.6% | -4.2% | -5.5% | +0.6% |
| 30D | -10.4% | -5.8% | -4.6% | +3.8% |
| 3M | -20.3% | -5.2% | -15.1% | -8.9% |
| 6M | -27.4% | +0.1% | -27.6% | -27.2% |
| YTD | -41.7% | +8.2% | -50.0% | -50.8% |
| 1Y | -47.3% | +10.1% | -57.4% | -57.0% |
| 3Y | +139.5% | +69.7% | +69.8% | -27.0% |
| 5Y | -40.3% | +53.4% | -93.7% | -73.5% |
| All | -40.2% | +124.0% | -164.3% | -86.5% |
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