+25.2%
LH vs VSXY
+15.5%
+9.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -4.2% |
| 7D | -7.4% | -0.3% | -7.1% | -7.4% |
| 30D | -4.6% | -22.1% | +17.5% | -2.9% |
| 3M | +14.5% | -1.1% | +15.7% | +14.2% |
| 6M | +14.8% | +53.8% | -39.0% | +9.2% |
| YTD | +23.3% | +35.5% | -12.2% | +18.0% |
| 1Y | +13.6% | +186.0% | -172.4% | +0.6% |
| 3Y | +56.3% | +343.2% | -286.8% | +24.1% |
| 5Y | +25.2% | +19.0% | +6.2% | +18.3% |
| All | +25.2% | +15.5% | +9.7% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling