+98.8%
VIAV vs LTH
+180.7%
-81.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.7% | -6.0% |
| 7D | +7.9% | -1.3% | +9.2% | +8.1% |
| 30D | -20.3% | +15.7% | -36.0% | -22.7% |
| 3M | -28.5% | +5.0% | -33.5% | -29.5% |
| 6M | -42.7% | +37.7% | -80.4% | -46.9% |
| YTD | +72.4% | +75.0% | -2.6% | +50.8% |
| 1Y | +81.5% | +82.6% | -1.2% | +57.3% |
| 3Y | +293.8% | +241.3% | +52.5% | +187.2% |
| 5Y | +101.4% | +135.4% | -34.0% | +42.4% |
| All | +98.8% | +180.7% | -81.9% | +39.3% |
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