-83.5%
LGO vs VT
+74.4%
-157.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -4.8% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | -29.8% | -3.1% | -26.7% | -25.6% |
| 3M | -58.2% | -3.5% | -54.7% | -55.5% |
| 6M | -71.1% | +0.5% | -71.5% | -71.3% |
| YTD | -64.9% | +10.8% | -75.7% | -70.3% |
| 1Y | -71.6% | +11.9% | -83.4% | -76.2% |
| 3Y | -83.5% | +73.0% | -156.5% | -94.2% |
| All | -83.5% | +74.4% | -157.9% | -94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling