+40.1%
VG vs LH
+49.3%
-9.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.9% |
| 7D | -8.3% | +4.6% | -12.9% | -6.4% |
| 30D | -10.3% | +19.1% | -29.5% | -2.2% |
| 3M | -10.8% | +16.7% | -27.5% | -3.5% |
| 6M | +3.5% | +47.0% | -43.6% | +28.4% |
| YTD | +74.0% | +49.3% | +24.6% | +121.2% |
| All | +40.1% | +49.3% | -9.2% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling