+139.3%
LTH vs VO
+45.8%
+93.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -0.9% |
| 7D | +1.5% | +0.6% | +0.9% | +0.6% |
| 30D | -3.1% | -1.1% | -2.0% | -1.6% |
| 3M | +28.1% | +4.5% | +23.6% | +20.0% |
| 6M | +67.4% | +11.1% | +56.3% | +43.7% |
| YTD | +59.8% | +13.5% | +46.2% | +32.8% |
| 1Y | +45.6% | +14.5% | +31.1% | +19.6% |
| 3Y | +162.0% | +58.1% | +103.9% | +34.4% |
| All | +139.3% | +45.8% | +93.5% | +44.9% |
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