+224.1%
LTH vs VLTO
+57.1%
+167.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +0.3% | +1.5% | -1.2% | -0.5% |
| 30D | +17.7% | +20.9% | -3.2% | +5.6% |
| 3M | +8.5% | +21.4% | -12.9% | -3.1% |
| 6M | +46.9% | +37.6% | +9.4% | +21.3% |
| YTD | +78.8% | +19.5% | +59.2% | +61.2% |
| 1Y | +84.9% | +22.0% | +62.9% | +64.2% |
| 3Y | +246.4% | +70.7% | +175.7% | +134.8% |
| All | +224.1% | +57.1% | +167.1% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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