-63.9%
VFC vs LTH
+183.0%
-246.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +7.7% | +7.0% | +0.7% | +4.7% |
| 30D | +39.2% | +15.4% | +23.8% | +30.8% |
| 3M | +40.3% | +7.0% | +33.2% | +35.7% |
| 6M | +11.4% | +46.9% | -35.5% | -6.3% |
| YTD | +17.5% | +76.4% | -58.9% | -9.3% |
| 1Y | +45.9% | +83.7% | -37.9% | +10.8% |
| 3Y | +47.3% | +248.9% | -201.6% | -10.9% |
| 5Y | -67.2% | +141.8% | -209.0% | -80.0% |
| All | -63.9% | +183.0% | -246.9% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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