+135.2%
LTH vs VCLT
-14.0%
+149.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -1.7% | +0.1% | -1.8% | -1.9% |
| 3M | +28.0% | -2.9% | +30.9% | +32.2% |
| 6M | +54.1% | -4.0% | +58.0% | +61.2% |
| YTD | +57.1% | -2.2% | +59.3% | +61.4% |
| 1Y | +45.8% | -2.6% | +48.4% | +50.4% |
| 3Y | +157.6% | +12.3% | +145.3% | +126.2% |
| All | +135.2% | -14.0% | +149.2% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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