+137.8%
LTH vs VYM
+71.9%
+65.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | -1.3% | +3.7% | -4.9% | -6.6% |
| 30D | +15.7% | +3.7% | +12.0% | +9.3% |
| 3M | +5.0% | -0.7% | +5.7% | +5.9% |
| 6M | +37.7% | +7.2% | +30.5% | +23.1% |
| YTD | +75.0% | +16.9% | +58.1% | +37.3% |
| 1Y | +82.6% | +19.6% | +63.0% | +38.3% |
| 3Y | +241.3% | +74.6% | +166.7% | +37.5% |
| All | +137.8% | +71.9% | +65.9% | +2.4% |
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