-86.5%
LHSW vs VT
+23.3%
-109.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.3% |
| 7D | +8.2% | +0.4% | +7.7% | +8.2% |
| 30D | +69.2% | +1.0% | +68.2% | +66.5% |
| 3M | +56.2% | +2.4% | +53.9% | +54.7% |
| 6M | +70.5% | +12.0% | +58.5% | +55.2% |
| YTD | -45.0% | +15.3% | -60.3% | -51.3% |
| 1Y | -86.5% | +22.6% | -109.1% | -88.4% |
| All | -86.5% | +23.3% | -109.9% | -88.4% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling