+162.1%
LTH vs VSXY
+105.9%
+56.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.6% |
| 3M | +5.0% | +16.6% | -11.6% | +1.2% |
| 6M | +37.7% | +134.9% | -97.3% | +12.3% |
| YTD | +75.0% | +96.0% | -21.0% | +46.9% |
| 1Y | +82.6% | +203.8% | -121.1% | +38.4% |
| 3Y | +241.3% | +465.3% | -224.0% | +98.8% |
| 5Y | +135.4% | +106.3% | +29.1% | +76.8% |
| All | +162.1% | +105.9% | +56.2% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling