+25.2%
LH vs VCLT
-17.3%
+42.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.8% |
| 7D | -7.4% | -1.3% | -6.1% | -6.8% |
| 30D | -4.6% | -1.1% | -3.5% | -4.0% |
| 3M | +14.5% | -3.7% | +18.2% | +16.6% |
| 6M | +14.8% | -4.0% | +18.8% | +17.1% |
| YTD | +23.3% | -3.4% | +26.6% | +25.3% |
| 1Y | +13.6% | -4.1% | +17.7% | +15.9% |
| 3Y | +56.3% | +11.0% | +45.4% | +49.6% |
| 5Y | +25.2% | -17.0% | +42.2% | +19.1% |
| All | +25.2% | -17.3% | +42.5% | +19.1% |
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