+143.7%
VGT vs LTH
+150.5%
-6.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.2% | -4.0% | +3.8% | +0.8% |
| 30D | -0.4% | -5.3% | +4.9% | +0.7% |
| 3M | +4.4% | +19.0% | -14.6% | -0.3% |
| 6M | +32.1% | +55.8% | -23.7% | +17.3% |
| YTD | +28.8% | +56.1% | -27.4% | +14.0% |
| 1Y | +35.3% | +41.3% | -5.9% | +22.4% |
| 3Y | +124.8% | +156.6% | -31.9% | +71.2% |
| All | +143.7% | +150.5% | -6.7% | +73.2% |
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