+5.3%
LGOV vs VT
+164.9%
-159.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.7% |
| 7D | -1.2% | -0.7% | -0.5% | -1.2% |
| 30D | +2.3% | -1.7% | +4.1% | +2.3% |
| 3M | -2.1% | -2.3% | +0.2% | -2.2% |
| 6M | -4.1% | +1.5% | -5.6% | -4.1% |
| YTD | -4.0% | +12.0% | -16.0% | -3.8% |
| 1Y | -4.1% | +12.9% | -17.0% | -3.9% |
| 3Y | +12.8% | +74.9% | -62.2% | +14.6% |
| 5Y | -13.0% | +59.9% | -72.9% | -12.3% |
| All | +5.3% | +164.9% | -159.5% | +10.2% |
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