-51.4%
VG vs LH
+53.1%
-104.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -22.0% | +1.4% | -23.5% | -22.0% |
| 30D | -11.6% | +17.5% | -29.1% | -11.8% |
| 3M | -14.9% | +16.1% | -30.9% | -15.0% |
| 6M | -3.5% | +43.4% | -46.9% | -5.7% |
| YTD | +70.0% | +47.2% | +22.8% | +61.5% |
| 1Y | +50.0% | +50.1% | -0.1% | +40.1% |
| All | -51.4% | +53.1% | -104.4% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling