+167.7%
LTH vs VO
+47.7%
+120.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -1.6% |
| 7D | +0.3% | +0.2% | +0.1% | -0.4% |
| 30D | +17.7% | +2.0% | +15.7% | +14.0% |
| 3M | +8.5% | -0.3% | +8.8% | +8.4% |
| 6M | +46.9% | +7.3% | +39.7% | +31.7% |
| YTD | +78.8% | +15.0% | +63.8% | +45.3% |
| 1Y | +84.9% | +14.7% | +70.2% | +50.9% |
| 3Y | +246.4% | +67.3% | +179.1% | +61.5% |
| 5Y | +129.6% | +38.8% | +90.7% | +29.1% |
| All | +167.7% | +47.7% | +120.1% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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