-100.0%
LGCL vs VT
+56.7%
-156.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.5% | -4.6% |
| 7D | -22.9% | +0.4% | -23.3% | -23.2% |
| 30D | -97.8% | +1.0% | -98.7% | -97.7% |
| 3M | -98.5% | +2.4% | -100.9% | -98.5% |
| 6M | -98.2% | +12.0% | -110.2% | -98.3% |
| YTD | -98.6% | +15.3% | -114.0% | -98.7% |
| 1Y | -99.8% | +22.6% | -122.4% | -99.9% |
| All | -100.0% | +56.7% | -156.7% | -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 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