+55.8%
VEA vs LTH
+143.1%
-87.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | 0.0% | +17.7% | -17.8% | -2.7% |
| 3M | -3.6% | +8.5% | -12.0% | -5.0% |
| 6M | -0.5% | +46.9% | -47.4% | -6.9% |
| YTD | +13.0% | +78.8% | -65.8% | +1.9% |
| 1Y | +16.3% | +84.9% | -68.6% | +4.2% |
| 3Y | +74.4% | +246.4% | -171.9% | +38.7% |
| 5Y | +55.8% | +129.6% | -73.7% | +20.1% |
| All | +55.8% | +143.1% | -87.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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