+237.5%
VIK vs LTH
+214.4%
+23.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.4% |
| 7D | +3.6% | +1.5% | +2.1% | +2.8% |
| 30D | -16.7% | -3.1% | -13.7% | -15.8% |
| 3M | -1.1% | +28.1% | -29.2% | -12.0% |
| 6M | +27.8% | +67.4% | -39.6% | -0.4% |
| YTD | +23.3% | +59.8% | -36.4% | -2.0% |
| 1Y | +38.2% | +45.6% | -7.4% | +14.4% |
| All | +237.5% | +214.4% | +23.1% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling