+127.9%
VGT vs LTH
+174.8%
-46.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.4% |
| 7D | +5.6% | -4.6% | +10.3% | +6.7% |
| 30D | -10.6% | +14.8% | -25.4% | -13.6% |
| 3M | -6.9% | +3.9% | -10.8% | -8.1% |
| 6M | +0.9% | +35.5% | -34.6% | -6.9% |
| YTD | +20.4% | +71.3% | -50.9% | +4.0% |
| 1Y | +17.4% | +75.7% | -58.3% | +0.6% |
| 3Y | +106.3% | +231.9% | -125.7% | +48.0% |
| 5Y | +107.9% | +130.5% | -22.6% | +44.4% |
| All | +127.9% | +174.8% | -46.9% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling