+3,168.1%
VMC vs LH
+1,382.1%
+1,786.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | -4.3% | -2.5% | -1.9% | -4.0% |
| 30D | -8.2% | +4.3% | -12.6% | -8.8% |
| 3M | -7.0% | +25.5% | -32.6% | -10.2% |
| 6M | -10.8% | +17.0% | -27.7% | -12.9% |
| YTD | -7.4% | +31.3% | -38.7% | -11.1% |
| 1Y | -9.5% | +20.0% | -29.5% | -12.1% |
| 3Y | +20.5% | +63.9% | -43.4% | +11.4% |
| 5Y | +51.6% | +30.9% | +20.7% | +44.2% |
| 10Y | +150.0% | +191.4% | -41.3% | +113.3% |
| All | +3,168.1% | +1,382.1% | +1,786.0% | +2,347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling