+21.9%
VMC vs LH
+65.4%
-43.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -9.1% | +2.0% | -11.1% | -9.6% |
| 3M | -4.1% | +24.3% | -28.4% | -10.4% |
| 6M | -5.5% | +21.1% | -26.6% | -11.1% |
| YTD | -8.9% | +30.4% | -39.4% | -16.0% |
| 1Y | -12.9% | +18.4% | -31.3% | -17.6% |
| All | +21.9% | +65.4% | -43.5% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling