-99.8%
LGVN vs VT
+73.2%
-173.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.6% |
| 7D | +8.4% | -2.3% | +10.7% | +11.4% |
| 30D | -25.8% | -5.0% | -20.9% | -20.9% |
| 3M | -76.6% | -4.9% | -71.7% | -75.6% |
| 6M | -79.3% | -1.5% | -77.7% | -79.3% |
| YTD | -64.2% | +8.5% | -72.7% | -68.4% |
| 1Y | -76.5% | +11.4% | -87.9% | -80.0% |
| 3Y | -99.1% | +70.1% | -169.1% | -99.5% |
| 5Y | -99.5% | +53.7% | -153.3% | -99.8% |
| All | -99.8% | +73.2% | -173.0% | -99.9% |
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