-97.2%
LGO vs VT
+408.4%
-505.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | +0.4% | -3.2% | -3.2% |
| 30D | +1.4% | +1.0% | +0.5% | +0.6% |
| 3M | -23.7% | +2.4% | -26.0% | -24.9% |
| 6M | -58.7% | +12.0% | -70.7% | -62.7% |
| YTD | -24.5% | +15.3% | -39.8% | -33.0% |
| 1Y | -52.3% | +22.6% | -74.9% | -60.1% |
| 3Y | -79.4% | +74.7% | -154.0% | -87.3% |
| 5Y | -94.7% | +66.1% | -160.9% | -96.6% |
| 10Y | -80.8% | +225.0% | -305.8% | -92.6% |
| All | -97.2% | +408.4% | -505.6% | -99.3% |
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