-39.3%
VG vs LTH
+50.6%
-90.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | +16.0% | -4.6% | +20.6% | +16.5% |
| 3M | +9.7% | +32.8% | -23.1% | +4.0% |
| 6M | +29.6% | +64.6% | -35.1% | +14.6% |
| YTD | +112.0% | +62.6% | +49.4% | +87.2% |
| 1Y | +12.8% | +49.9% | -37.1% | +4.0% |
| All | -39.3% | +50.6% | -90.0% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling