-71.2%
LGIH vs VT
+58.5%
-129.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.6% |
| 7D | -12.8% | +2.9% | -15.7% | -16.5% |
| 30D | -9.2% | -2.5% | -6.7% | -5.7% |
| 3M | -27.7% | -3.3% | -24.4% | -23.7% |
| 6M | -9.8% | +1.5% | -11.4% | -11.6% |
| YTD | -4.3% | +11.4% | -15.6% | -18.2% |
| 1Y | -16.2% | +11.9% | -28.1% | -28.8% |
| 3Y | -63.4% | +73.9% | -137.3% | -84.1% |
| 5Y | -71.2% | +57.9% | -129.1% | -85.7% |
| All | -71.2% | +58.5% | -129.8% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling