+133.7%
LTH vs VYM
+75.6%
+58.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.2% |
| 7D | -3.7% | -1.9% | -1.9% | -1.0% |
| 30D | -5.3% | -2.6% | -2.7% | -1.5% |
| 3M | +24.2% | +3.6% | +20.6% | +17.7% |
| 6M | +54.8% | +8.7% | +46.2% | +36.5% |
| YTD | +56.1% | +14.1% | +41.9% | +27.7% |
| 1Y | +45.5% | +17.8% | +27.7% | +13.4% |
| 3Y | +155.9% | +64.5% | +91.4% | +15.9% |
| All | +133.7% | +75.6% | +58.1% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling