-81.5%
LHAI vs VT
+23.3%
-104.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -6.5% |
| 7D | -10.3% | -1.1% | -9.2% | -10.2% |
| 30D | +28.4% | -1.0% | +29.4% | +28.5% |
| 3M | +38.5% | +3.2% | +35.3% | +36.7% |
| 6M | -26.2% | +12.5% | -38.7% | -34.6% |
| YTD | -86.4% | +14.1% | -100.4% | -87.8% |
| 1Y | -88.2% | +18.9% | -107.1% | -90.3% |
| All | -81.5% | +23.3% | -104.9% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling