+36.8%
LGIH vs VT
+224.4%
-187.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -4.7% |
| 7D | -12.8% | -0.7% | -12.1% | -12.0% |
| 30D | -3.1% | -1.7% | -1.3% | -0.7% |
| 3M | -26.2% | -2.3% | -23.9% | -23.5% |
| 6M | -9.8% | +1.5% | -11.3% | -11.5% |
| YTD | -0.7% | +12.0% | -12.8% | -15.6% |
| 1Y | -9.3% | +12.9% | -22.2% | -23.6% |
| 3Y | -62.1% | +74.9% | -137.0% | -83.2% |
| 5Y | -69.6% | +59.9% | -129.6% | -84.2% |
| 10Y | +36.8% | +224.6% | -187.8% | -76.2% |
| All | +36.8% | +224.4% | -187.5% | -76.2% |
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