+163.6%
LGH vs VT
+144.6%
+19.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.3% |
| 30D | -4.2% | -1.7% | -2.5% | -2.8% |
| 3M | -2.7% | -2.3% | -0.4% | -0.8% |
| 6M | +2.5% | +1.5% | +0.9% | +1.4% |
| YTD | +4.4% | +12.0% | -7.6% | -4.6% |
| 1Y | +4.0% | +12.9% | -8.9% | -5.5% |
| 3Y | +75.9% | +74.9% | +1.0% | +14.8% |
| 5Y | +47.8% | +59.9% | -12.1% | +3.5% |
| All | +163.6% | +144.6% | +19.0% | +51.0% |
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