+162.1%
LTH vs VYM
+80.0%
+82.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | -1.3% | +3.7% | -4.9% | -6.5% |
| 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% | +23.3% |
| YTD | +75.0% | +16.9% | +58.1% | +37.7% |
| 1Y | +82.6% | +19.6% | +63.0% | +38.8% |
| 3Y | +241.3% | +74.6% | +166.7% | +39.6% |
| 5Y | +135.4% | +72.3% | +63.1% | +0.2% |
| All | +162.1% | +80.0% | +82.1% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling