+175.1%
LH vs VO
+197.9%
-22.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.6% |
| 7D | -7.4% | -2.5% | -4.9% | -5.3% |
| 30D | -4.6% | -3.2% | -1.4% | -1.8% |
| 3M | +14.5% | +3.9% | +10.6% | +10.7% |
| 6M | +14.8% | +9.6% | +5.2% | +5.8% |
| YTD | +23.3% | +11.6% | +11.7% | +11.8% |
| 1Y | +13.6% | +12.6% | +1.0% | +2.1% |
| 3Y | +56.3% | +55.4% | +1.0% | +4.6% |
| 5Y | +25.2% | +41.8% | -16.6% | -10.5% |
| All | +175.1% | +197.9% | -22.8% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling