+464.0%
LH vs VYM
+487.3%
-23.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.8% |
| 7D | -3.2% | -1.0% | -2.2% | -2.5% |
| 30D | +0.1% | -2.0% | +2.2% | +1.6% |
| 3M | +18.6% | +3.1% | +15.6% | +16.1% |
| 6M | +17.9% | +8.9% | +9.0% | +10.9% |
| YTD | +28.9% | +14.7% | +14.2% | +16.7% |
| 1Y | +16.6% | +19.4% | -2.8% | +2.5% |
| 3Y | +63.6% | +65.4% | -1.8% | +13.7% |
| 5Y | +30.0% | +77.6% | -47.5% | -14.0% |
| 10Y | +191.9% | +207.8% | -15.9% | +36.1% |
| All | +464.0% | +487.3% | -23.3% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling