-51.4%
VG vs LTH
+66.4%
-117.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.1% |
| 7D | -22.0% | +5.3% | -27.3% | -22.3% |
| 30D | -14.7% | +18.3% | -33.0% | -15.9% |
| 3M | -7.1% | +5.4% | -12.5% | -7.5% |
| 6M | -11.2% | +62.5% | -73.7% | -18.5% |
| YTD | +69.8% | +79.6% | -9.8% | +48.6% |
| 1Y | +49.9% | +88.1% | -38.3% | +27.9% |
| All | -51.4% | +66.4% | -117.8% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling