+169.7%
VEA vs LH
+390.6%
-220.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.4% |
| 7D | -1.5% | -4.7% | +3.2% | +0.6% |
| 30D | -0.8% | -3.5% | +2.7% | +0.6% |
| 3M | +2.5% | +17.7% | -15.2% | -4.8% |
| 6M | +11.1% | +15.8% | -4.6% | +3.7% |
| YTD | +17.2% | +25.1% | -7.9% | +5.4% |
| 1Y | +24.5% | +12.5% | +12.0% | +16.8% |
| 3Y | +75.4% | +59.8% | +15.7% | +37.7% |
| 5Y | +61.1% | +27.1% | +34.0% | +37.5% |
| 10Y | +163.1% | +183.2% | -20.1% | +36.2% |
| All | +169.7% | +390.6% | -220.9% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling