+139.3%
LTH vs VCLT
-13.8%
+153.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +1.5% | +0.3% | +1.2% | +1.2% |
| 30D | -3.1% | -0.6% | -2.5% | -2.5% |
| 3M | +28.1% | -2.2% | +30.4% | +31.3% |
| 6M | +67.4% | -2.9% | +70.3% | +73.2% |
| YTD | +59.8% | -2.1% | +61.8% | +63.8% |
| 1Y | +45.6% | -2.6% | +48.2% | +50.2% |
| 3Y | +162.0% | +12.5% | +149.5% | +129.6% |
| All | +139.3% | -13.8% | +153.1% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling