+221.9%
VIK vs LTH
+207.0%
+14.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -1.8% | -3.7% | +1.9% | -0.2% |
| 30D | -17.3% | -5.3% | -12.0% | -15.4% |
| 3M | -5.1% | +24.2% | -29.2% | -14.3% |
| 6M | +16.2% | +54.8% | -38.6% | -6.1% |
| YTD | +17.6% | +56.1% | -38.4% | -5.5% |
| 1Y | +33.5% | +45.5% | -12.0% | +10.5% |
| All | +221.9% | +207.0% | +14.8% | +134.8% |
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 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