+366.1%
LGLV vs VT
+297.7%
+68.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +1.6% |
| 7D | +1.6% | -4.2% | +5.8% | +4.8% |
| 30D | +7.8% | -5.8% | +13.6% | +12.6% |
| 3M | +1.8% | -5.2% | +7.1% | +5.7% |
| 6M | +7.4% | +0.1% | +7.3% | +6.4% |
| YTD | +10.5% | +8.2% | +2.3% | +2.8% |
| 1Y | +13.1% | +10.1% | +3.0% | +3.7% |
| 3Y | +49.0% | +69.7% | -20.7% | -4.3% |
| 5Y | +47.0% | +53.4% | -6.4% | +1.7% |
| 10Y | +215.7% | +219.2% | -3.5% | +23.6% |
| All | +366.1% | +297.7% | +68.4% | +55.7% |
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 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