+256.7%
LH vs VSAT
-16.2%
+272.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | 0.0% |
| 7D | +1.1% | +5.9% | -4.8% | +0.3% |
| 30D | +16.7% | +9.7% | +7.0% | +15.1% |
| 3M | +15.1% | -18.3% | +33.4% | +16.6% |
| 6M | +46.3% | -4.1% | +50.4% | +43.9% |
| YTD | +48.8% | +96.5% | -47.7% | +33.1% |
| 1Y | +39.7% | +89.3% | -49.6% | +25.1% |
| 3Y | +87.0% | +270.1% | -183.0% | +39.4% |
| 5Y | +53.0% | +26.4% | +26.6% | +31.3% |
| All | +256.7% | -16.2% | +272.9% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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