+65.0%
LH vs VT
+57.4%
+7.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -0.2% |
| 7D | +4.6% | +0.4% | +4.2% | +4.3% |
| 30D | +19.1% | -2.6% | +21.7% | +21.0% |
| 3M | +16.7% | -3.2% | +20.0% | +19.1% |
| 6M | +47.0% | +0.9% | +46.1% | +45.5% |
| YTD | +49.3% | +11.3% | +38.0% | +38.1% |
| 1Y | +48.6% | +14.0% | +34.6% | +35.2% |
| 3Y | +87.8% | +75.8% | +12.0% | +25.3% |
| 5Y | +65.0% | +57.8% | +7.2% | +12.1% |
| All | +65.0% | +57.4% | +7.7% | +12.1% |
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