+5.0%
VEEV vs LTH
+174.8%
-169.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +0.2% |
| 7D | -2.5% | -4.6% | +2.2% | -1.4% |
| 30D | +0.3% | +14.8% | -14.6% | -3.0% |
| 3M | +25.2% | +3.9% | +21.3% | +23.7% |
| 6M | +89.7% | +35.5% | +54.2% | +75.4% |
| YTD | +35.5% | +71.3% | -35.9% | +17.2% |
| 1Y | +1.8% | +75.7% | -73.9% | -12.5% |
| 3Y | +83.2% | +231.9% | -148.7% | +27.1% |
| 5Y | -4.8% | +130.5% | -135.3% | -36.0% |
| All | +5.0% | +174.8% | -169.8% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling