-77.4%
VFC vs LTH
+156.3%
-233.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.1% |
| 7D | +0.8% | +1.5% | -0.7% | +0.2% |
| 30D | -11.9% | -3.1% | -8.9% | -10.9% |
| 3M | -20.2% | +28.1% | -48.3% | -28.4% |
| 6M | -23.0% | +67.4% | -90.4% | -39.1% |
| YTD | -26.2% | +59.8% | -86.0% | -40.4% |
| 1Y | -13.3% | +45.6% | -58.9% | -27.1% |
| 3Y | -25.5% | +162.0% | -187.5% | -50.5% |
| All | -77.4% | +156.3% | -233.7% | -85.6% |
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