+148.3%
LVHD vs VT
+246.4%
-98.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.5% | +0.4% | -1.0% | -0.8% |
| 30D | -1.2% | +1.0% | -2.2% | -1.8% |
| 3M | +4.7% | +2.4% | +2.3% | +2.7% |
| 6M | +1.0% | +12.0% | -11.0% | -6.9% |
| YTD | +12.3% | +15.3% | -3.1% | +1.4% |
| 1Y | +10.8% | +22.6% | -11.8% | -4.1% |
| 3Y | +37.0% | +74.7% | -37.7% | -8.3% |
| 5Y | +37.5% | +66.1% | -28.7% | -5.6% |
| 10Y | +118.6% | +225.0% | -106.4% | -7.5% |
| All | +148.3% | +246.4% | -98.1% | +0.3% |
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