+135.1%
VGT vs LH
+23.7%
+111.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.4% |
| 7D | -1.0% | -7.4% | +6.4% | +1.5% |
| 30D | -0.4% | -4.6% | +4.1% | +1.0% |
| 3M | +6.6% | +14.5% | -7.9% | +1.4% |
| 6M | +31.0% | +14.8% | +16.2% | +24.2% |
| YTD | +27.2% | +23.3% | +4.0% | +17.0% |
| 1Y | +34.5% | +13.6% | +20.9% | +27.0% |
| 3Y | +123.1% | +56.3% | +66.8% | +80.1% |
| 5Y | +135.1% | +25.2% | +109.9% | +104.1% |
| All | +135.1% | +23.7% | +111.4% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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