+167.7%
LTH vs VEU
+56.0%
+111.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.6% |
| 30D | +17.7% | -1.0% | +18.7% | +18.6% |
| 3M | +8.5% | -3.6% | +12.1% | +12.3% |
| 6M | +46.9% | -1.2% | +48.1% | +46.0% |
| YTD | +78.8% | +12.0% | +66.8% | +50.3% |
| 1Y | +84.9% | +13.9% | +71.0% | +52.0% |
| 3Y | +246.4% | +71.3% | +175.1% | +56.0% |
| 5Y | +129.6% | +50.3% | +79.3% | +23.5% |
| All | +167.7% | +56.0% | +111.7% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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