+2,263.1%
VGT vs LH
+863.9%
+1,399.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +1.8% | -0.8% | +2.7% | +2.2% |
| 30D | -0.3% | +2.0% | -2.3% | -1.2% |
| 3M | +3.4% | +24.3% | -20.9% | -6.4% |
| 6M | +35.0% | +21.1% | +13.9% | +23.3% |
| YTD | +28.8% | +30.4% | -1.7% | +13.4% |
| 1Y | +38.0% | +18.4% | +19.6% | +26.2% |
| 3Y | +125.8% | +65.5% | +60.3% | +74.1% |
| 5Y | +134.7% | +29.9% | +104.9% | +99.3% |
| 10Y | +792.6% | +186.6% | +606.0% | +394.1% |
| All | +2,263.1% | +863.9% | +1,399.2% | +692.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling