+83.9%
LGRO vs VT
+72.6%
+11.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | +0.1% |
| 7D | +2.6% | +2.4% | +0.3% | -0.1% |
| 30D | -2.7% | -1.5% | -1.2% | -1.0% |
| 3M | -4.3% | -4.1% | -0.2% | +0.5% |
| 6M | +9.1% | +0.6% | +8.6% | +8.2% |
| YTD | +12.4% | +11.0% | +1.3% | -1.7% |
| 1Y | +14.2% | +13.3% | +0.9% | -2.7% |
| 3Y | +85.7% | +73.4% | +12.3% | -4.5% |
| All | +83.9% | +72.6% | +11.3% | -4.6% |
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 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