+159.3%
LVHD vs VT
+234.3%
-75.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -0.4% |
| 7D | +0.4% | +0.4% | +0.1% | +0.1% |
| 30D | +9.2% | -2.6% | +11.8% | +10.8% |
| 3M | +3.4% | -3.2% | +6.6% | +5.3% |
| 6M | +9.7% | +0.9% | +8.7% | +8.3% |
| YTD | +17.3% | +11.3% | +6.0% | +8.1% |
| 1Y | +18.3% | +14.0% | +4.3% | +7.3% |
| 3Y | +52.4% | +75.8% | -23.5% | +1.0% |
| 5Y | +44.2% | +57.8% | -13.6% | +2.3% |
| 10Y | +135.0% | +219.8% | -84.8% | +0.5% |
| All | +159.3% | +234.3% | -75.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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