+143.6%
VMC vs LH
+179.1%
-35.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +2.2% |
| 7D | -3.7% | -7.4% | +3.7% | -0.4% |
| 30D | -12.8% | -4.6% | -8.2% | -11.0% |
| 3M | -7.9% | +14.5% | -22.4% | -13.6% |
| 6M | -7.5% | +14.8% | -22.3% | -13.5% |
| YTD | -11.6% | +23.3% | -34.9% | -20.0% |
| 1Y | -14.3% | +13.6% | -27.9% | -19.9% |
| 3Y | +18.5% | +56.3% | -37.9% | -6.3% |
| 5Y | +46.8% | +25.2% | +21.6% | +26.7% |
| All | +143.6% | +179.1% | -35.5% | +39.9% |
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