+241.3%
LTH vs VSXY
+455.0%
-213.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | -1.3% | -1.7% | +0.5% | -1.0% |
| 30D | +15.7% | +20.1% | -4.5% | +12.6% |
| 3M | +5.0% | +16.6% | -11.6% | +2.3% |
| 6M | +37.7% | +134.9% | -97.3% | +18.6% |
| YTD | +75.0% | +96.0% | -21.0% | +54.1% |
| 1Y | +82.6% | +203.8% | -121.1% | +49.5% |
| 3Y | +241.3% | +465.3% | -224.0% | +131.5% |
| All | +241.3% | +455.0% | -213.7% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling