+253.3%
LGIH vs VT
+247.1%
+6.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.7% |
| 7D | +2.7% | -2.3% | +5.0% | +6.4% |
| 30D | +2.2% | -5.0% | +7.1% | +9.9% |
| 3M | -23.0% | -4.9% | -18.1% | -17.0% |
| 6M | -2.6% | -1.5% | -1.1% | 0.0% |
| YTD | +6.1% | +8.5% | -2.4% | -5.0% |
| 1Y | -1.3% | +11.4% | -12.7% | -14.8% |
| 3Y | -58.3% | +70.1% | -128.4% | -80.3% |
| 5Y | -67.1% | +53.7% | -120.8% | -81.4% |
| 10Y | +44.8% | +220.0% | -175.2% | -68.1% |
| All | +253.3% | +247.1% | +6.2% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling