+165.5%
LTH vs VT
+62.6%
+102.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.6% |
| 7D | +4.5% | -2.3% | +6.8% | +7.7% |
| 30D | +16.3% | -5.0% | +21.3% | +24.4% |
| 3M | +8.4% | -4.9% | +13.2% | +15.3% |
| 6M | +40.3% | -1.5% | +41.8% | +40.8% |
| YTD | +77.3% | +8.5% | +68.8% | +54.3% |
| 1Y | +88.0% | +11.4% | +76.6% | +57.1% |
| 3Y | +274.3% | +70.1% | +204.2% | +58.1% |
| 5Y | +142.9% | +53.7% | +89.2% | +16.4% |
| All | +165.5% | +62.6% | +102.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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