+60.8%
LH vs VO
+36.6%
+24.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | -0.4% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +19.1% | +0.5% | +18.6% | +18.7% |
| 3M | +16.7% | -1.0% | +17.8% | +17.5% |
| 6M | +47.0% | +6.4% | +40.6% | +40.6% |
| YTD | +49.3% | +13.6% | +35.7% | +36.4% |
| 1Y | +48.6% | +14.5% | +34.1% | +35.0% |
| 3Y | +87.8% | +67.2% | +20.6% | +31.2% |
| All | +60.8% | +36.6% | +24.2% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling