-8.2%
VFC vs LH
+20.0%
-28.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +3.2% |
| 7D | -1.6% | -2.5% | +0.8% | -0.1% |
| 30D | -11.6% | +4.3% | -16.0% | -14.1% |
| 3M | -18.1% | +25.5% | -43.6% | -28.5% |
| 6M | -27.4% | +17.0% | -44.3% | -33.8% |
| YTD | -24.8% | +31.3% | -56.1% | -36.6% |
| 1Y | -8.2% | +20.0% | -28.2% | -17.9% |
| All | -8.2% | +20.0% | -28.2% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling