-34.4%
LEGN vs VT
+128.8%
-163.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +1.5% |
| 7D | +15.1% | +0.4% | +14.8% | +14.7% |
| 30D | +30.5% | -2.6% | +33.0% | +33.5% |
| 3M | +17.1% | -3.2% | +20.3% | +20.5% |
| 6M | -13.6% | +0.9% | -14.6% | -14.6% |
| YTD | +11.7% | +11.3% | +0.4% | +0.7% |
| 1Y | -23.6% | +14.0% | -37.6% | -32.6% |
| 3Y | -62.2% | +75.8% | -138.0% | -78.0% |
| 5Y | -49.5% | +57.8% | -107.3% | -67.4% |
| All | -34.4% | +128.8% | -163.2% | -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 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