+143.5%
LTH vs VYM
+78.2%
+65.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.9% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -4.6% | -0.5% | -4.0% | -3.8% |
| 3M | +32.8% | +3.0% | +29.8% | +26.8% |
| 6M | +64.6% | +8.2% | +56.4% | +46.1% |
| YTD | +62.6% | +15.8% | +46.8% | +30.1% |
| 1Y | +49.9% | +20.8% | +29.1% | +12.4% |
| 3Y | +151.3% | +65.3% | +86.1% | +13.1% |
| All | +143.5% | +78.2% | +65.3% | +8.8% |
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 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