+167.7%
LTH vs VCLT
-14.4%
+182.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | +0.3% | -0.6% | +0.8% | +0.9% |
| 30D | +17.7% | +2.8% | +14.9% | +14.3% |
| 3M | +8.5% | -0.4% | +8.8% | +8.7% |
| 6M | +46.9% | -3.1% | +50.0% | +51.9% |
| YTD | +78.8% | -2.7% | +81.4% | +84.3% |
| 1Y | +84.9% | -3.7% | +88.6% | +92.9% |
| 3Y | +246.4% | +15.6% | +230.8% | +193.8% |
| 5Y | +129.6% | -15.8% | +145.3% | +137.2% |
| All | +167.7% | -14.4% | +182.1% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling