+187.8%
LH vs VO
+200.7%
-12.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.4% |
| 7D | -3.2% | -0.6% | -2.6% | -2.7% |
| 30D | +0.1% | -1.9% | +2.1% | +1.8% |
| 3M | +18.6% | +3.3% | +15.4% | +15.3% |
| 6M | +17.9% | +9.7% | +8.2% | +8.6% |
| YTD | +28.9% | +12.6% | +16.3% | +15.9% |
| 1Y | +16.6% | +13.6% | +3.0% | +4.0% |
| 3Y | +63.6% | +56.8% | +6.7% | +8.5% |
| 5Y | +30.0% | +42.3% | -12.3% | -7.3% |
| All | +187.8% | +200.7% | -12.9% | -6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling