-100.0%
LRHC vs VT
+84.6%
-184.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +2.8% | +0.4% | +2.3% | +2.4% |
| 30D | -41.5% | +1.0% | -42.5% | -42.2% |
| 3M | -56.1% | +2.4% | -58.5% | -57.6% |
| 6M | -94.8% | +12.0% | -106.8% | -95.6% |
| YTD | -99.2% | +15.3% | -114.6% | -99.4% |
| 1Y | -99.9% | +22.6% | -122.5% | -99.9% |
| All | -100.0% | +84.6% | -184.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling