+191.4%
LVHI vs VT
+228.9%
-37.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.2% |
| 7D | -1.2% | -0.1% | -1.0% | -1.1% |
| 30D | -0.9% | -0.7% | -0.2% | -0.5% |
| 3M | +5.7% | +4.0% | +1.7% | +3.0% |
| 6M | +9.1% | +12.3% | -3.2% | +1.3% |
| YTD | +17.8% | +14.0% | +3.8% | +8.4% |
| 1Y | +28.8% | +20.3% | +8.5% | +14.5% |
| 3Y | +85.5% | +75.4% | +10.0% | +29.7% |
| 5Y | +116.2% | +66.0% | +50.3% | +55.1% |
| 10Y | +189.7% | +228.2% | -38.5% | +38.6% |
| All | +191.4% | +228.9% | -37.5% | +39.7% |
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