+380.7%
LGND vs VT
+223.7%
+157.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | -0.4% |
| 7D | +2.3% | +0.4% | +2.0% | +1.9% |
| 30D | +4.1% | -2.6% | +6.7% | +7.4% |
| 3M | +7.2% | -3.2% | +10.4% | +11.3% |
| 6M | +41.9% | +0.9% | +40.9% | +39.6% |
| YTD | +66.2% | +11.3% | +54.8% | +45.8% |
| 1Y | +55.2% | +14.0% | +41.1% | +32.1% |
| 3Y | +474.9% | +75.8% | +399.1% | +193.8% |
| 5Y | +231.6% | +57.8% | +173.7% | +94.6% |
| 10Y | +380.7% | +219.8% | +160.9% | +41.2% |
| All | +380.7% | +223.7% | +157.0% | +41.2% |
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