+50.0%
VG vs LTH
+84.4%
-34.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | -0.4% |
| 7D | -22.0% | +4.5% | -26.5% | -20.8% |
| 30D | -11.6% | +16.3% | -28.0% | -6.5% |
| 3M | -14.9% | +8.4% | -23.2% | -12.1% |
| 6M | -3.5% | +40.3% | -43.8% | +7.8% |
| YTD | +70.0% | +77.3% | -7.3% | +107.9% |
| 1Y | +50.0% | +88.0% | -38.0% | +87.3% |
| All | +50.0% | +84.4% | -34.4% | +87.3% |
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