-99.1%
LGVN vs VT
+84.2%
-183.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.3% | +0.4% | +0.9% | +0.7% |
| 30D | -6.3% | +1.0% | -7.3% | -7.7% |
| 3M | -14.9% | +2.4% | -17.3% | -17.4% |
| 6M | +29.7% | +12.0% | +17.7% | +12.4% |
| YTD | +34.6% | +15.3% | +19.2% | +12.2% |
| 1Y | -9.0% | +22.6% | -31.5% | -29.7% |
| 3Y | -97.4% | +74.7% | -172.1% | -98.7% |
| 5Y | -98.2% | +66.1% | -164.3% | -99.1% |
| All | -99.1% | +84.2% | -183.3% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling