+69.9%
VEA vs LTH
+160.9%
-91.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +1.0% | -0.6% | +1.6% | +1.0% |
| 30D | +1.9% | -4.6% | +6.5% | +2.6% |
| 3M | +3.2% | +32.8% | -29.6% | -1.6% |
| 6M | +10.2% | +64.6% | -54.4% | +1.2% |
| YTD | +18.9% | +62.6% | -43.7% | +9.2% |
| 1Y | +29.3% | +49.9% | -20.6% | +20.1% |
| 3Y | +76.8% | +151.3% | -74.6% | +48.2% |
| All | +69.9% | +160.9% | -91.0% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling