-76.9%
VFC vs LTH
+160.9%
-237.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.2% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -11.6% | -4.6% | -7.0% | -9.9% |
| 3M | -18.1% | +32.8% | -50.9% | -27.6% |
| 6M | -27.4% | +64.6% | -92.0% | -42.1% |
| YTD | -24.8% | +62.6% | -87.5% | -39.7% |
| 1Y | -8.2% | +49.9% | -58.2% | -23.8% |
| 3Y | -29.1% | +151.3% | -180.5% | -52.4% |
| All | -76.9% | +160.9% | -237.8% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling