+169.0%
LTH vs VT
+62.2%
+106.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +6.4% |
| 7D | +5.3% | -4.2% | +9.5% | +11.4% |
| 30D | +18.3% | -5.8% | +24.1% | +28.0% |
| 3M | +5.4% | -5.2% | +10.6% | +12.8% |
| 6M | +62.5% | +0.1% | +62.4% | +59.5% |
| YTD | +79.6% | +8.2% | +71.4% | +56.8% |
| 1Y | +88.1% | +10.1% | +78.0% | +59.9% |
| 3Y | +272.5% | +69.7% | +202.8% | +57.9% |
| 5Y | +146.1% | +53.4% | +92.8% | +18.3% |
| All | +169.0% | +62.2% | +106.8% | +31.6% |
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