+37.8%
LH vs VSXY
+37.5%
+0.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.3% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -3.5% | -18.7% | +15.2% | -2.1% |
| 3M | +17.7% | -4.0% | +21.7% | +17.7% |
| 6M | +15.8% | +67.5% | -51.7% | +9.5% |
| YTD | +25.1% | +39.7% | -14.6% | +19.7% |
| 1Y | +12.5% | +180.0% | -167.5% | +0.3% |
| 3Y | +59.8% | +337.3% | -277.5% | +29.0% |
| 5Y | +27.1% | +22.7% | +4.4% | +14.8% |
| All | +37.8% | +37.5% | +0.3% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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