-12.4%
VFC vs LH
+16.9%
-29.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.5% |
| 7D | -2.3% | -3.2% | +0.8% | -0.4% |
| 30D | -13.4% | +0.1% | -13.5% | -13.5% |
| 3M | -23.7% | +18.6% | -42.3% | -31.0% |
| 6M | -24.5% | +17.9% | -42.4% | -31.5% |
| YTD | -27.8% | +28.9% | -56.8% | -38.6% |
| All | -12.4% | +16.9% | -29.3% | -21.5% |
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