+28.6%
LH vs VO
+42.1%
-13.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.0% |
| 7D | -4.7% | -1.5% | -3.2% | -3.7% |
| 30D | -3.5% | -3.0% | -0.4% | -1.4% |
| 3M | +17.7% | +2.8% | +14.9% | +15.4% |
| 6M | +15.8% | +10.9% | +4.8% | +7.6% |
| YTD | +25.1% | +12.5% | +12.6% | +15.2% |
| 1Y | +12.5% | +12.0% | +0.5% | +3.9% |
| 3Y | +59.8% | +56.3% | +3.5% | +16.9% |
| All | +28.6% | +42.1% | -13.6% | -4.2% |
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