+543.1%
VEEV vs LH
+183.3%
+359.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | -0.1% |
| 7D | -4.6% | -4.7% | +0.1% | -2.6% |
| 30D | +8.6% | -3.5% | +12.1% | +10.3% |
| 3M | +62.4% | +17.7% | +44.7% | +51.1% |
| 6M | +40.3% | +15.8% | +24.5% | +31.3% |
| YTD | +17.5% | +25.1% | -7.6% | +5.9% |
| 1Y | -6.1% | +12.5% | -18.6% | -11.6% |
| 3Y | +16.7% | +59.8% | -43.1% | -7.4% |
| 5Y | -13.3% | +27.1% | -40.4% | -25.1% |
| All | +543.1% | +183.3% | +359.9% | +264.5% |
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