+601.9%
LH vs VIG
+623.5%
-21.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -2.5% | -0.4% | -2.0% | -2.1% |
| 30D | +4.3% | -1.0% | +5.3% | +5.2% |
| 3M | +25.5% | +2.8% | +22.8% | +22.8% |
| 6M | +17.0% | +8.2% | +8.8% | +9.7% |
| YTD | +31.3% | +11.0% | +20.2% | +20.5% |
| 1Y | +20.0% | +16.1% | +3.8% | +6.1% |
| 3Y | +63.9% | +56.2% | +7.7% | +13.7% |
| 5Y | +30.9% | +63.0% | -32.1% | -12.6% |
| 10Y | +191.4% | +241.4% | -50.0% | +13.5% |
| All | +601.9% | +623.5% | -21.7% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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