+167.7%
LTH vs VIG
+75.7%
+92.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -1.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +17.7% | +4.9% | +12.8% | +9.0% |
| 3M | +8.5% | +2.9% | +5.5% | +3.4% |
| 6M | +46.9% | +11.2% | +35.7% | +23.6% |
| YTD | +78.8% | +16.0% | +62.8% | +41.2% |
| 1Y | +84.9% | +17.0% | +68.0% | +44.2% |
| 3Y | +246.4% | +66.9% | +179.5% | +50.0% |
| 5Y | +129.6% | +65.8% | +63.7% | +0.9% |
| All | +167.7% | +75.7% | +92.0% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling