-25.5%
VFC vs LTH
+152.2%
-177.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.2% |
| 7D | -1.6% | -0.6% | -1.0% | -1.3% |
| 30D | -11.6% | -4.6% | -7.0% | -9.5% |
| 3M | -18.1% | +32.8% | -50.9% | -30.4% |
| 6M | -27.4% | +64.6% | -92.0% | -46.3% |
| YTD | -24.8% | +62.6% | -87.5% | -44.1% |
| 1Y | -8.2% | +49.9% | -58.2% | -28.4% |
| All | -25.5% | +152.2% | -177.8% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling