+534.9%
LH vs VT
+345.0%
+189.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +1.4% |
| 7D | -1.3% | -4.2% | +2.9% | +1.4% |
| 30D | +16.6% | -5.8% | +22.4% | +21.0% |
| 3M | +16.0% | -5.2% | +21.2% | +20.0% |
| 6M | +42.0% | +0.1% | +41.8% | +41.2% |
| YTD | +45.9% | +8.2% | +37.7% | +37.7% |
| 1Y | +46.4% | +10.1% | +36.3% | +36.6% |
| 3Y | +79.0% | +69.7% | +9.3% | +25.3% |
| 5Y | +62.3% | +53.4% | +8.9% | +20.5% |
| 10Y | +265.9% | +219.2% | +46.7% | +77.5% |
| All | +534.9% | +345.0% | +189.9% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling