+206.5%
LGLV vs VT
+222.7%
-16.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | +0.7% | +2.9% | -2.2% | -1.5% |
| 30D | +7.1% | -2.5% | +9.6% | +9.0% |
| 3M | +2.6% | -3.3% | +6.0% | +5.1% |
| 6M | +9.1% | +1.5% | +7.6% | +6.9% |
| YTD | +11.3% | +11.4% | -0.1% | +0.9% |
| 1Y | +11.7% | +11.9% | -0.3% | +0.7% |
| 3Y | +49.9% | +73.9% | -24.0% | -8.0% |
| 5Y | +47.1% | +57.9% | -10.8% | -2.4% |
| All | +206.5% | +222.7% | -16.2% | +10.4% |
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