+20.2%
VEEV vs LTH
+159.1%
-138.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -2.0% | -3.5% |
| 7D | -5.2% | +1.5% | -6.7% | -5.4% |
| 30D | +14.9% | -3.1% | +18.0% | +15.3% |
| 3M | +58.4% | +28.1% | +30.2% | +52.6% |
| 6M | +35.5% | +67.4% | -31.9% | +23.9% |
| YTD | +18.6% | +59.8% | -41.1% | +9.5% |
| 1Y | -6.3% | +45.6% | -51.9% | -12.3% |
| 3Y | +20.2% | +162.0% | -141.8% | -1.0% |
| All | +20.2% | +159.1% | -138.9% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling