-100.0%
LGHL vs VT
+140.7%
-240.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.8% | -4.3% |
| 7D | -18.8% | -0.7% | -18.1% | -17.9% |
| 30D | -47.5% | -1.7% | -45.8% | -46.6% |
| 3M | -89.8% | -2.3% | -87.5% | -89.5% |
| 6M | -98.7% | +1.5% | -100.3% | -98.7% |
| YTD | -99.7% | +12.0% | -111.7% | -99.7% |
| 1Y | -99.9% | +12.9% | -112.8% | -99.9% |
| 3Y | -100.0% | +74.9% | -174.9% | -100.0% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| All | -100.0% | +140.7% | -240.7% | -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 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