-81.3%
LGPS price history and return analytics
+33.7%
-114.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +3.7% |
| 7D | +2.2% | +0.4% | +1.8% | +2.2% |
| 30D | -11.4% | -2.6% | -8.8% | -9.8% |
| 3M | -27.0% | -3.2% | -23.8% | -25.1% |
| 6M | -2.2% | +0.9% | -3.2% | -3.0% |
| YTD | -28.6% | +11.3% | -39.9% | -34.1% |
| 1Y | -41.3% | +14.0% | -55.3% | -46.7% |
| All | -81.3% | +33.7% | -114.9% | -85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling