+256.7%
LH vs VO
+197.6%
+59.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.1% | +3.1% | -2.0% | -1.6% |
| 30D | +16.7% | +2.2% | +14.5% | +14.5% |
| 3M | +15.1% | -2.5% | +17.6% | +17.5% |
| 6M | +46.3% | +7.0% | +39.4% | +37.7% |
| YTD | +48.8% | +14.0% | +34.8% | +32.3% |
| 1Y | +39.7% | +15.6% | +24.1% | +22.6% |
| 3Y | +87.0% | +66.2% | +20.9% | +18.1% |
| 5Y | +53.0% | +36.6% | +16.4% | +13.9% |
| All | +256.7% | +197.6% | +59.1% | +19.7% |
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