+65.5%
LH vs VO
+57.7%
+7.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -0.8% | +0.6% | -1.5% | -1.3% |
| 30D | +2.0% | -1.1% | +3.1% | +2.7% |
| 3M | +24.3% | +4.5% | +19.7% | +20.4% |
| 6M | +21.1% | +11.1% | +10.0% | +12.2% |
| YTD | +30.4% | +13.5% | +16.9% | +19.0% |
| 1Y | +18.4% | +14.5% | +3.9% | +7.3% |
| 3Y | +65.5% | +58.1% | +7.4% | +18.7% |
| All | +65.5% | +57.7% | +7.7% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling