+160.0%
LVHD vs VT
+236.5%
-76.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.7% |
| 7D | -0.2% | -0.7% | +0.5% | +0.2% |
| 30D | +8.5% | -1.7% | +10.2% | +9.5% |
| 3M | +4.1% | -2.3% | +6.4% | +5.4% |
| 6M | +10.0% | +1.5% | +8.5% | +8.2% |
| YTD | +17.6% | +12.0% | +5.5% | +8.0% |
| 1Y | +17.6% | +12.9% | +4.8% | +7.4% |
| 3Y | +52.4% | +74.9% | -22.5% | +1.5% |
| 5Y | +43.9% | +59.9% | -16.0% | +1.2% |
| 10Y | +136.7% | +224.6% | -87.9% | +0.4% |
| All | +160.0% | +236.5% | -76.5% | +6.8% |
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