-82.8%
LGPS vs VT
+30.0%
-112.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.1% | -3.8% | -5.1% |
| 7D | +1.0% | -4.2% | +5.2% | +4.0% |
| 30D | -19.0% | -5.8% | -13.2% | -15.6% |
| 3M | -35.5% | -5.2% | -30.3% | -32.9% |
| 6M | -8.0% | +0.1% | -8.1% | -8.6% |
| YTD | -34.6% | +8.2% | -42.8% | -38.4% |
| 1Y | -43.3% | +10.1% | -53.4% | -47.3% |
| All | -82.8% | +30.0% | -112.8% | -86.6% |
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