-13.8%
VEEV vs LH
+23.7%
-37.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +2.1% |
| 7D | -8.2% | -7.4% | -0.8% | -5.0% |
| 30D | +10.3% | -4.6% | +14.9% | +12.6% |
| 3M | +59.4% | +14.5% | +44.9% | +49.8% |
| 6M | +37.6% | +14.8% | +22.8% | +29.0% |
| YTD | +16.9% | +23.3% | -6.4% | +5.7% |
| 1Y | -5.0% | +13.6% | -18.6% | -11.1% |
| 3Y | +18.5% | +56.3% | -37.9% | -6.4% |
| 5Y | -13.8% | +25.2% | -39.0% | -27.5% |
| All | -13.8% | +23.7% | -37.5% | -27.5% |
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 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