+68.5%
VG vs LTH
+79.8%
-11.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -0.2% |
| 7D | +14.0% | -1.3% | +15.2% | +13.6% |
| 30D | -1.0% | +15.7% | -16.6% | +4.3% |
| 3M | -2.7% | +5.0% | -7.7% | -1.0% |
| 6M | +1.5% | +37.7% | -36.2% | +12.4% |
| YTD | +93.7% | +75.0% | +18.7% | +129.7% |
| 1Y | +68.5% | +82.6% | -14.1% | +98.3% |
| All | +68.5% | +79.8% | -11.2% | +98.3% |
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