+36.7%
LGIH vs VT
+221.4%
-184.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.5% |
| 7D | -1.0% | +1.0% | -2.0% | -2.4% |
| 30D | -11.4% | -0.2% | -11.1% | -10.9% |
| 3M | +5.2% | +4.5% | +0.6% | -1.5% |
| 6M | +19.8% | +14.1% | +5.8% | -0.6% |
| YTD | +23.9% | +14.8% | +9.1% | +1.6% |
| 1Y | -19.9% | +21.2% | -41.1% | -39.5% |
| 3Y | -55.5% | +76.6% | -132.1% | -80.5% |
| 5Y | -65.0% | +66.6% | -131.6% | -82.8% |
| 10Y | +36.7% | +222.3% | -185.6% | -73.7% |
| All | +36.7% | +221.4% | -184.7% | -73.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling