+208.4%
LGLV vs VT
+223.7%
-15.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -0.6% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | +7.9% | -2.6% | +10.5% | +10.0% |
| 3M | +2.0% | -3.2% | +5.2% | +4.3% |
| 6M | +9.1% | +0.9% | +8.2% | +7.5% |
| YTD | +11.1% | +11.3% | -0.2% | +0.7% |
| 1Y | +13.1% | +14.0% | -0.9% | +0.5% |
| 3Y | +51.1% | +75.8% | -24.8% | -8.2% |
| 5Y | +47.4% | +57.8% | -10.5% | -2.2% |
| 10Y | +208.4% | +219.8% | -11.4% | +12.3% |
| All | +208.4% | +223.7% | -15.2% | +12.3% |
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