-100.0%
LGCL vs VT
+47.0%
-147.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.1% | -4.3% | -4.9% |
| 7D | -7.7% | -4.2% | -3.5% | -4.0% |
| 30D | -46.9% | -5.8% | -41.1% | -44.1% |
| 3M | -99.3% | -5.2% | -94.0% | -99.2% |
| 6M | -99.5% | +0.1% | -99.6% | -99.4% |
| YTD | -99.6% | +8.2% | -107.8% | -99.6% |
| 1Y | -99.7% | +10.1% | -109.8% | -99.7% |
| All | -100.0% | +47.0% | -147.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling