+133.8%
LTH vs VYM
+76.8%
+57.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -1.0% |
| 7D | -4.0% | -0.8% | -3.2% | -2.8% |
| 30D | -5.3% | -2.2% | -3.0% | -2.0% |
| 3M | +19.0% | +3.1% | +15.9% | +13.6% |
| 6M | +55.8% | +9.7% | +46.1% | +35.3% |
| YTD | +56.1% | +14.9% | +41.2% | +26.4% |
| 1Y | +41.3% | +17.6% | +23.7% | +10.4% |
| 3Y | +156.6% | +65.3% | +91.3% | +15.4% |
| All | +133.8% | +76.8% | +57.0% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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