-100.0%
LGCL vs VT
+47.4%
-147.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +0.2% | +19.8% | +19.8% |
| 7D | +11.6% | -2.3% | +13.9% | +14.2% |
| 30D | -48.9% | -5.0% | -44.0% | -46.5% |
| 3M | -99.1% | -4.9% | -94.2% | -99.0% |
| 6M | -99.3% | -1.5% | -97.8% | -99.3% |
| YTD | -99.5% | +8.5% | -108.0% | -99.5% |
| 1Y | -99.6% | +11.4% | -111.0% | -99.6% |
| All | -100.0% | +47.4% | -147.4% | -100.0% |
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