+14.8%
LGN vs VT
+15.8%
-1.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -2.7% |
| 7D | +25.4% | +2.4% | +23.1% | +18.8% |
| 30D | -22.1% | -1.5% | -20.6% | -16.8% |
| 3M | -44.7% | -4.1% | -40.5% | -36.3% |
| 6M | -65.0% | +0.6% | -65.6% | -63.9% |
| YTD | -18.7% | +11.0% | -29.7% | -30.6% |
| 1Y | +5.0% | +13.3% | -8.3% | -14.1% |
| All | +14.8% | +15.8% | -1.1% | -4.9% |
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