-9.4%
VEEV vs LTH
+152.0%
-161.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | -7.1% | -4.0% | -3.1% | -6.2% |
| 30D | +11.1% | -1.7% | +12.8% | +11.4% |
| 3M | +55.5% | +28.0% | +27.5% | +46.5% |
| 6M | +33.4% | +54.1% | -20.7% | +18.8% |
| YTD | +16.8% | +57.1% | -40.2% | +3.4% |
| 1Y | -7.7% | +45.8% | -53.5% | -17.1% |
| 3Y | +18.4% | +157.6% | -139.2% | -12.6% |
| All | -9.4% | +152.0% | -161.4% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling