-39.3%
VG vs LH
+36.5%
-75.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +1.7% | -2.5% | +4.1% | +1.7% |
| 30D | +16.0% | +4.3% | +11.7% | +15.8% |
| 3M | +9.7% | +25.5% | -15.8% | +7.5% |
| 6M | +29.6% | +17.0% | +12.6% | +29.1% |
| YTD | +112.0% | +31.3% | +80.8% | +101.5% |
| 1Y | +12.8% | +20.0% | -7.2% | +9.8% |
| All | -39.3% | +36.5% | -75.8% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling