+60.4%
LH vs VT
+53.4%
+6.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +1.4% | -2.3% | +3.8% | +2.9% |
| 30D | +17.5% | -5.0% | +22.5% | +21.2% |
| 3M | +16.1% | -4.9% | +20.9% | +19.7% |
| 6M | +43.4% | -1.5% | +44.9% | +44.1% |
| YTD | +47.2% | +8.5% | +38.7% | +38.4% |
| 1Y | +50.1% | +11.4% | +38.8% | +38.6% |
| 3Y | +81.2% | +70.1% | +11.1% | +23.5% |
| All | +60.4% | +53.4% | +6.9% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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