+81.2%
LH vs VLTO
+69.5%
+11.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +1.4% | +5.4% | -4.0% | -0.4% |
| 30D | +17.5% | +22.3% | -4.8% | +9.3% |
| 3M | +16.1% | +19.6% | -3.6% | +8.8% |
| 6M | +43.4% | +35.2% | +8.2% | +28.4% |
| YTD | +47.2% | +17.9% | +29.3% | +37.9% |
| 1Y | +50.1% | +19.5% | +30.6% | +39.7% |
| 3Y | +81.2% | +73.9% | +7.2% | +56.3% |
| All | +81.2% | +69.5% | +11.7% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling