-100.0%
LGHL vs VT
+146.5%
-246.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.8% | -8.0% |
| 7D | -15.8% | +1.0% | -16.8% | -16.3% |
| 30D | -55.7% | -0.2% | -55.4% | -55.5% |
| 3M | -94.4% | +4.5% | -99.0% | -94.6% |
| 6M | -96.5% | +14.1% | -110.5% | -96.7% |
| YTD | -98.3% | +14.8% | -113.0% | -98.4% |
| 1Y | -99.8% | +21.2% | -121.0% | -99.8% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| 5Y | -100.0% | +66.6% | -166.6% | -100.0% |
| All | -100.0% | +146.5% | -246.5% | -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