-48.6%
VFC vs LH
+261.9%
-310.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.5% |
| 7D | +1.6% | +1.1% | +0.6% | +1.0% |
| 30D | +25.5% | +16.7% | +8.7% | +14.7% |
| 3M | +41.3% | +15.1% | +26.2% | +29.7% |
| 6M | +22.2% | +46.3% | -24.1% | -2.3% |
| YTD | +16.4% | +48.8% | -32.4% | -8.0% |
| 1Y | +38.4% | +39.7% | -1.3% | +13.6% |
| 3Y | +56.2% | +87.0% | -30.8% | +10.4% |
| 5Y | -68.2% | +53.0% | -121.2% | -75.6% |
| All | -48.6% | +261.9% | -310.5% | -74.1% |
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