-16.7%
LGN vs VT
+12.9%
-29.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -4.1% | -16.8% | -10.0% |
| 7D | -39.4% | -4.2% | -35.2% | -31.2% |
| 30D | -54.9% | -5.8% | -49.1% | -46.2% |
| 3M | -61.2% | -5.2% | -56.0% | -54.4% |
| 6M | -74.4% | +0.1% | -74.6% | -73.4% |
| YTD | -41.0% | +8.2% | -49.2% | -46.5% |
| 1Y | -34.8% | +10.1% | -45.0% | -42.5% |
| All | -16.7% | +12.9% | -29.6% | -26.8% |
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