+1,396.3%
VFC vs LH
+1,581.5%
-185.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +3.5% | +4.8% | -1.3% | +2.7% |
| 30D | +38.3% | +18.8% | +19.5% | +34.3% |
| 3M | +40.2% | +15.7% | +24.5% | +36.7% |
| 6M | +10.6% | +46.7% | -36.0% | +3.8% |
| YTD | +16.7% | +48.9% | -32.2% | +9.2% |
| 1Y | +45.0% | +43.5% | +1.5% | +36.6% |
| 3Y | +48.8% | +86.9% | -38.1% | +35.3% |
| 5Y | -67.6% | +60.4% | -128.0% | -69.9% |
| 10Y | -47.5% | +260.7% | -308.3% | -56.5% |
| All | +1,396.3% | +1,581.5% | -185.2% | +940.3% |
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 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