-76.5%
LGPS price history and return analytics
+35.7%
-112.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.3% |
| 7D | -15.4% | -2.0% | -13.4% | -14.2% |
| 30D | -7.2% | -1.4% | -5.7% | -6.0% |
| 3M | +5.8% | +4.7% | +1.1% | +2.9% |
| 6M | +3.9% | +11.4% | -7.5% | -4.2% |
| YTD | -10.3% | +13.1% | -23.4% | -18.1% |
| 1Y | -20.9% | +19.0% | -40.0% | -30.6% |
| All | -76.5% | +35.7% | -112.2% | -82.2% |
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 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