+305.2%
LGND vs VT
+221.4%
+83.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | +1.6% | +1.0% | +0.6% | +0.4% |
| 30D | -1.5% | -0.2% | -1.2% | -1.2% |
| 3M | +21.5% | +4.5% | +16.9% | +14.9% |
| 6M | +43.1% | +14.1% | +29.0% | +22.3% |
| YTD | +52.8% | +14.8% | +38.0% | +29.4% |
| 1Y | +74.1% | +21.2% | +52.9% | +37.9% |
| 3Y | +358.1% | +76.6% | +281.5% | +133.3% |
| 5Y | +239.0% | +66.6% | +172.4% | +86.7% |
| 10Y | +305.2% | +222.3% | +83.0% | +7.7% |
| All | +305.2% | +221.4% | +83.8% | +7.7% |
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 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