+435.3%
LH vs VCLT
+103.3%
+332.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +2.0% | -0.6% | +2.6% | +2.2% |
| 3M | +24.3% | -2.2% | +26.5% | +25.2% |
| 6M | +21.1% | -2.9% | +23.9% | +22.2% |
| YTD | +30.4% | -2.1% | +32.5% | +31.3% |
| 1Y | +18.4% | -2.6% | +21.0% | +19.4% |
| 3Y | +65.5% | +12.5% | +53.0% | +59.8% |
| 5Y | +29.9% | -15.3% | +45.2% | +33.2% |
| 10Y | +186.6% | +16.6% | +170.0% | +192.2% |
| All | +435.3% | +103.3% | +332.0% | +556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling