-44.1%
VG vs LH
+55.5%
-99.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +15.1% | +2.5% | +12.6% | +15.0% |
| 30D | -4.2% | +18.7% | -22.9% | -4.3% |
| 3M | -3.1% | +15.3% | -18.4% | -3.2% |
| 6M | +0.3% | +45.4% | -45.1% | -2.0% |
| YTD | +95.5% | +49.5% | +46.0% | +85.7% |
| 1Y | +64.4% | +41.4% | +23.0% | +59.4% |
| All | -44.1% | +55.5% | -99.5% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling