+84.0%
LGRO vs VT
+77.3%
+6.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | -1.5% | -0.1% | -1.4% | -1.3% |
| 30D | -3.3% | -0.7% | -2.6% | -2.5% |
| 3M | +7.7% | +4.0% | +3.7% | +2.7% |
| 6M | +18.9% | +12.3% | +6.6% | +2.9% |
| YTD | +12.4% | +14.0% | -1.6% | -4.6% |
| 1Y | +17.2% | +20.3% | -3.1% | -7.1% |
| 3Y | +82.2% | +75.4% | +6.7% | -8.1% |
| All | +84.0% | +77.3% | +6.7% | -7.4% |
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 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