-97.2%
LGO vs VT
+53.4%
-150.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +2.7% |
| 7D | -5.7% | -2.3% | -3.4% | -2.2% |
| 30D | -28.3% | -5.0% | -23.3% | -22.1% |
| 3M | -50.7% | -4.9% | -45.9% | -46.8% |
| 6M | -73.4% | -1.5% | -71.8% | -72.6% |
| YTD | -64.9% | +8.5% | -73.4% | -68.5% |
| 1Y | -70.5% | +11.4% | -81.9% | -74.4% |
| 3Y | -85.3% | +70.1% | -155.4% | -93.2% |
| All | -97.2% | +53.4% | -150.6% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling