+47.7%
VMC vs LH
+28.2%
+19.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | -5.3% | -3.2% | -2.1% | -4.2% |
| 30D | -12.3% | +0.1% | -12.4% | -12.3% |
| 3M | -10.3% | +18.6% | -28.9% | -16.0% |
| 6M | -8.6% | +17.9% | -26.5% | -14.3% |
| YTD | -11.9% | +28.9% | -40.8% | -20.2% |
| 1Y | -13.9% | +16.6% | -30.5% | -19.3% |
| 3Y | +18.2% | +63.6% | -45.4% | -4.7% |
| 5Y | +47.7% | +30.0% | +17.7% | +22.8% |
| All | +47.7% | +28.2% | +19.5% | +22.8% |
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