+43.6%
VMC vs LH
+54.7%
-11.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.3% | +1.1% | -2.3% | -1.6% |
| 30D | +15.5% | +16.7% | -1.3% | +9.0% |
| 3M | +0.6% | +15.1% | -14.5% | -4.7% |
| 6M | +2.1% | +46.3% | -44.3% | -11.9% |
| YTD | -1.6% | +48.8% | -50.3% | -15.7% |
| 1Y | -1.2% | +39.7% | -40.9% | -13.4% |
| 3Y | +35.3% | +87.0% | -51.7% | +3.4% |
| All | +43.6% | +54.7% | -11.1% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling