-100.0%
LGHL vs VT
+137.9%
-237.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.5% |
| 7D | -19.8% | -0.1% | -19.7% | -19.2% |
| 30D | -46.5% | -3.1% | -43.4% | -45.0% |
| 3M | -90.3% | -3.5% | -86.8% | -89.9% |
| 6M | -98.8% | +0.5% | -99.2% | -98.7% |
| YTD | -99.6% | +10.8% | -110.4% | -99.7% |
| 1Y | -99.9% | +11.9% | -111.8% | -99.9% |
| 3Y | -100.0% | +73.0% | -173.0% | -100.0% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| All | -100.0% | +137.9% | -237.9% | -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