+1,345.1%
VFC vs LH
+1,588.1%
-243.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -1.4% | +2.5% | -3.9% | -1.8% |
| 30D | +24.6% | +18.7% | +5.9% | +21.1% |
| 3M | +38.4% | +15.3% | +23.1% | +35.1% |
| 6M | +15.3% | +45.4% | -30.1% | +8.3% |
| YTD | +12.7% | +49.5% | -36.8% | +5.4% |
| 1Y | +32.7% | +41.4% | -8.7% | +25.3% |
| 3Y | +43.7% | +87.6% | -43.9% | +30.6% |
| 5Y | -69.2% | +53.8% | -122.9% | -71.2% |
| 10Y | -50.0% | +266.2% | -316.1% | -58.6% |
| All | +1,345.1% | +1,588.1% | -243.0% | +904.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling