+161.1%
VEA vs LH
+183.3%
-22.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | -1.5% | -4.7% | +3.2% | +0.1% |
| 30D | -0.8% | -3.5% | +2.7% | +0.3% |
| 3M | +2.5% | +17.7% | -15.2% | -3.1% |
| 6M | +11.1% | +15.8% | -4.6% | +5.5% |
| YTD | +17.2% | +25.1% | -7.9% | +8.2% |
| 1Y | +24.5% | +12.5% | +12.0% | +18.8% |
| 3Y | +75.4% | +59.8% | +15.7% | +46.3% |
| 5Y | +61.1% | +27.1% | +34.0% | +43.1% |
| All | +161.1% | +183.3% | -22.2% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling