+59.4%
VEA vs LH
+23.7%
+35.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | 0.0% |
| 7D | -2.1% | -7.4% | +5.3% | 0.0% |
| 30D | -1.1% | -4.6% | +3.5% | +0.2% |
| 3M | +5.1% | +14.5% | -9.4% | +1.0% |
| 6M | +9.8% | +14.8% | -5.0% | +5.3% |
| YTD | +15.9% | +23.3% | -7.3% | +8.8% |
| 1Y | +24.6% | +13.6% | +11.0% | +19.4% |
| 3Y | +75.5% | +56.3% | +19.2% | +50.1% |
| 5Y | +59.4% | +25.2% | +34.2% | +41.1% |
| All | +59.4% | +23.7% | +35.7% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling