+221.4%
LTH vs VLTO
+54.8%
+166.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.6% |
| 7D | +4.5% | +5.4% | -0.9% | +1.4% |
| 30D | +16.3% | +22.3% | -6.0% | +3.6% |
| 3M | +8.4% | +19.6% | -11.2% | -2.4% |
| 6M | +40.3% | +35.2% | +5.1% | +16.9% |
| YTD | +77.3% | +17.9% | +59.4% | +61.1% |
| 1Y | +88.0% | +19.5% | +68.4% | +68.9% |
| 3Y | +274.3% | +73.9% | +200.3% | +147.5% |
| All | +221.4% | +54.8% | +166.6% | +130.8% |
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