+42.0%
LH vs VSXY
+37.7%
+4.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.9% |
| 7D | -3.2% | -10.7% | +7.5% | -2.5% |
| 30D | +0.1% | -24.3% | +24.4% | +2.1% |
| 3M | +18.6% | +1.0% | +17.6% | +18.1% |
| 6M | +17.9% | +57.4% | -39.4% | +12.2% |
| YTD | +28.9% | +39.8% | -10.8% | +23.3% |
| 1Y | +16.6% | +196.5% | -179.9% | +3.4% |
| 3Y | +63.6% | +357.2% | -293.7% | +31.3% |
| 5Y | +30.0% | +18.9% | +11.1% | +17.6% |
| All | +42.0% | +37.7% | +4.4% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling