+179.2%
LH vs VYM
+209.2%
-30.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.9% |
| 7D | -4.7% | -0.8% | -3.9% | -3.9% |
| 30D | -3.5% | -2.2% | -1.2% | -1.4% |
| 3M | +17.7% | +3.1% | +14.6% | +14.4% |
| 6M | +15.8% | +9.7% | +6.1% | +6.0% |
| YTD | +25.1% | +14.9% | +10.2% | +9.5% |
| 1Y | +12.5% | +17.6% | -5.1% | -3.7% |
| 3Y | +59.8% | +65.3% | -5.5% | -2.0% |
| 5Y | +27.1% | +78.7% | -51.6% | -28.2% |
| All | +179.2% | +209.2% | -30.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling