+12.5%
LH vs VYM
+18.4%
-5.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.0% |
| 7D | -4.7% | -0.8% | -3.9% | -4.1% |
| 30D | -3.5% | -2.2% | -1.2% | -1.8% |
| 3M | +17.7% | +3.1% | +14.6% | +15.2% |
| 6M | +15.8% | +9.7% | +6.1% | +7.7% |
| YTD | +25.1% | +14.9% | +10.2% | +12.7% |
| 1Y | +12.5% | +17.6% | -5.1% | +0.1% |
| All | +12.5% | +18.4% | -5.9% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling