+2,823.5%
LGND vs VT
+374.2%
+2,449.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +1.8% | +0.4% | +1.4% | +1.3% |
| 30D | -5.6% | +1.0% | -6.6% | -6.7% |
| 3M | +21.1% | +2.4% | +18.7% | +17.3% |
| 6M | +36.7% | +12.0% | +24.7% | +19.9% |
| YTD | +51.1% | +15.3% | +35.7% | +27.9% |
| 1Y | +70.3% | +22.6% | +47.7% | +34.2% |
| 3Y | +329.2% | +74.7% | +254.5% | +127.3% |
| 5Y | +231.3% | +66.1% | +165.1% | +86.9% |
| 10Y | +331.1% | +225.0% | +106.1% | +16.7% |
| All | +2,823.5% | +374.2% | +2,449.3% | +461.7% |
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