+103.8%
VGT vs LTH
+241.8%
-138.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.8% | -2.1% |
| 7D | +2.5% | -1.3% | +3.7% | +2.7% |
| 30D | -9.5% | +15.7% | -25.2% | -12.1% |
| 3M | -9.5% | +5.0% | -14.5% | -10.5% |
| 6M | -1.8% | +37.7% | -39.4% | -8.7% |
| YTD | +18.4% | +75.0% | -56.6% | +3.7% |
| 1Y | +18.7% | +82.6% | -63.9% | +2.9% |
| 3Y | +103.8% | +241.3% | -137.5% | +65.8% |
| All | +103.8% | +241.8% | -138.0% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling