-68.5%
VFC vs LH
+183.3%
-251.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.5% |
| 7D | -1.4% | -4.7% | +3.3% | +1.3% |
| 30D | -9.0% | -3.5% | -5.5% | -7.2% |
| 3M | -24.2% | +17.7% | -41.9% | -30.9% |
| 6M | -18.5% | +15.8% | -34.3% | -25.0% |
| YTD | -25.9% | +25.1% | -51.0% | -34.8% |
| 1Y | -13.0% | +12.5% | -25.5% | -18.9% |
| 3Y | -20.3% | +59.8% | -80.1% | -37.8% |
| 5Y | -78.1% | +27.1% | -105.1% | -81.2% |
| All | -68.5% | +183.3% | -251.8% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling