+49.2%
LEGH vs VT
+53.2%
-4.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -1.5% |
| 7D | +4.1% | -4.2% | +8.3% | +8.3% |
| 30D | +4.2% | -5.8% | +10.0% | +10.1% |
| 3M | +9.4% | -5.2% | +14.7% | +15.0% |
| 6M | +43.0% | +0.1% | +42.8% | +42.4% |
| YTD | +54.3% | +8.2% | +46.0% | +43.1% |
| 1Y | +27.8% | +10.1% | +17.7% | +16.5% |
| 3Y | +54.3% | +69.7% | -15.3% | -8.1% |
| 5Y | +49.2% | +53.4% | -4.2% | +0.1% |
| All | +49.2% | +53.2% | -4.0% | +0.1% |
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 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