+404.6%
VIAV vs LH
+183.3%
+221.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.0% |
| 7D | +11.2% | -4.7% | +15.9% | +13.3% |
| 30D | -10.1% | -3.5% | -6.6% | -8.9% |
| 3M | -22.9% | +17.7% | -40.6% | -28.5% |
| 6M | +28.8% | +15.8% | +13.0% | +19.7% |
| YTD | +117.5% | +25.1% | +92.4% | +94.8% |
| 1Y | +216.1% | +12.5% | +203.6% | +195.8% |
| 3Y | +292.2% | +59.8% | +232.4% | +207.3% |
| 5Y | +141.0% | +27.1% | +113.9% | +105.5% |
| All | +404.6% | +183.3% | +221.3% | +180.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling