-79.0%
VFC vs LH
+28.2%
-107.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.4% |
| 7D | -2.3% | -3.2% | +0.8% | 0.0% |
| 30D | -13.4% | +0.1% | -13.5% | -13.5% |
| 3M | -23.7% | +18.6% | -42.3% | -32.7% |
| 6M | -24.5% | +17.9% | -42.4% | -33.1% |
| YTD | -27.8% | +28.9% | -56.8% | -40.5% |
| 1Y | -13.5% | +16.6% | -30.1% | -23.2% |
| 3Y | -27.1% | +63.6% | -90.7% | -48.4% |
| 5Y | -79.0% | +30.0% | -109.0% | -84.7% |
| All | -79.0% | +28.2% | -107.2% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling