+839.7%
LH vs VO
+827.2%
+12.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -2.5% | -0.3% | -2.2% | -2.3% |
| 30D | +4.3% | -0.3% | +4.7% | +4.5% |
| 3M | +25.5% | +2.9% | +22.6% | +23.1% |
| 6M | +17.0% | +9.3% | +7.6% | +10.3% |
| YTD | +31.3% | +14.2% | +17.1% | +20.4% |
| 1Y | +20.0% | +15.3% | +4.7% | +9.3% |
| 3Y | +63.9% | +56.2% | +7.6% | +22.5% |
| 5Y | +30.9% | +42.4% | -11.6% | +2.8% |
| 10Y | +191.4% | +194.7% | -3.4% | +50.1% |
| All | +839.7% | +827.2% | +12.5% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling