-67.9%
VFC vs LTH
+142.9%
-210.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.7% |
| 7D | +11.2% | +4.5% | +6.7% | +9.0% |
| 30D | +41.5% | +16.3% | +25.2% | +32.5% |
| 3M | +38.9% | +8.4% | +30.6% | +33.7% |
| 6M | +6.1% | +40.3% | -34.1% | -9.1% |
| YTD | +14.5% | +77.3% | -62.7% | -12.1% |
| 1Y | +46.0% | +88.0% | -42.0% | +9.4% |
| 3Y | +36.4% | +274.3% | -237.9% | -20.3% |
| All | -67.9% | +142.9% | -210.7% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling