+28.6%
LH vs VCLT
-17.2%
+45.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | -4.7% | -1.4% | -3.3% | -4.0% |
| 30D | -3.5% | -1.2% | -2.3% | -2.9% |
| 3M | +17.7% | -4.8% | +22.5% | +20.5% |
| 6M | +15.8% | -2.6% | +18.3% | +17.3% |
| YTD | +25.1% | -3.3% | +28.4% | +27.2% |
| 1Y | +12.5% | -4.8% | +17.3% | +15.2% |
| 3Y | +59.8% | +11.5% | +48.2% | +52.6% |
| All | +28.6% | -17.2% | +45.8% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling