+42.5%
VG vs LTH
+85.5%
-43.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +2.1% |
| 7D | -7.7% | +6.4% | -14.1% | -5.5% |
| 30D | -8.8% | +16.7% | -25.6% | -3.5% |
| 3M | -15.6% | +11.7% | -27.3% | -12.0% |
| 6M | +5.2% | +48.5% | -43.3% | +19.4% |
| YTD | +76.9% | +78.4% | -1.5% | +114.6% |
| 1Y | +42.5% | +89.7% | -47.2% | +73.3% |
| All | +42.5% | +85.5% | -43.0% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling