+135.2%
LTH vs VIG
+66.0%
+69.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -0.9% |
| 7D | -4.0% | -1.2% | -2.8% | -2.2% |
| 30D | -1.7% | -2.8% | +1.2% | +2.8% |
| 3M | +28.0% | +2.5% | +25.5% | +23.0% |
| 6M | +54.1% | +8.1% | +46.0% | +36.2% |
| YTD | +57.1% | +9.6% | +47.5% | +36.1% |
| 1Y | +45.8% | +14.2% | +31.6% | +18.3% |
| 3Y | +157.6% | +56.1% | +101.4% | +24.9% |
| All | +135.2% | +66.0% | +69.3% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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