-98.2%
LGVN vs VT
+66.2%
-164.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | -1.5% | +1.0% | -2.5% | -2.8% |
| 30D | -13.2% | -0.2% | -12.9% | -13.1% |
| 3M | -11.8% | +4.5% | -16.3% | -17.0% |
| 6M | +37.4% | +14.1% | +23.3% | +15.8% |
| YTD | +31.4% | +14.8% | +16.7% | +9.8% |
| 1Y | -21.7% | +21.2% | -42.9% | -39.0% |
| 3Y | -97.2% | +76.6% | -173.8% | -98.7% |
| 5Y | -98.2% | +66.6% | -164.8% | -99.2% |
| All | -98.2% | +66.2% | -164.4% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling