+225.7%
VIK vs LH
+59.6%
+166.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.5% |
| 7D | -0.9% | -4.7% | +3.8% | +1.1% |
| 30D | -18.4% | -3.5% | -14.9% | -17.2% |
| 3M | -8.8% | +17.7% | -26.5% | -15.5% |
| 6M | +17.1% | +15.8% | +1.4% | +9.3% |
| YTD | +19.0% | +25.1% | -6.1% | +7.0% |
| 1Y | +30.1% | +12.5% | +17.6% | +22.4% |
| All | +225.7% | +59.6% | +166.1% | +184.7% |
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