+210.6%
LTH vs VLTO
+55.4%
+155.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.6% |
| 7D | -4.6% | +0.8% | -5.4% | -5.0% |
| 30D | +14.8% | +18.7% | -3.9% | +4.1% |
| 3M | +3.9% | +21.7% | -17.8% | -7.4% |
| 6M | +35.5% | +35.8% | -0.4% | +12.7% |
| YTD | +71.3% | +18.3% | +53.1% | +55.4% |
| 1Y | +75.7% | +20.9% | +54.8% | +56.8% |
| 3Y | +231.9% | +68.8% | +163.1% | +126.4% |
| All | +210.6% | +55.4% | +155.3% | +122.7% |
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