+87.0%
LH vs VCLT
+14.4%
+72.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +1.1% | -2.3% | +3.3% | +2.7% |
| 30D | +16.7% | +0.8% | +16.0% | +16.1% |
| 3M | +15.1% | -2.7% | +17.8% | +17.3% |
| 6M | +46.3% | -4.3% | +50.6% | +50.8% |
| YTD | +48.8% | -4.3% | +53.1% | +53.3% |
| 1Y | +39.7% | -4.4% | +44.1% | +44.0% |
| 3Y | +87.0% | +13.8% | +73.3% | +81.7% |
| All | +87.0% | +14.4% | +72.6% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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