+91.3%
LH vs VLTO
+56.1%
+35.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +4.6% | +2.0% | +2.5% | +3.9% |
| 30D | +19.1% | +21.8% | -2.7% | +11.7% |
| 3M | +16.7% | +20.2% | -3.5% | +9.9% |
| 6M | +47.0% | +36.3% | +10.7% | +32.7% |
| YTD | +49.3% | +18.8% | +30.5% | +40.2% |
| 1Y | +48.6% | +20.4% | +28.2% | +38.8% |
| 3Y | +87.8% | +71.9% | +15.9% | +66.6% |
| All | +91.3% | +56.1% | +35.2% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling