-9.5%
VMC vs LTH
+54.1%
-63.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | -8.2% | -4.6% | -3.7% | -7.2% |
| 3M | -7.0% | +32.8% | -39.9% | -13.3% |
| 6M | -10.8% | +64.6% | -75.4% | -22.1% |
| YTD | -7.4% | +62.6% | -70.0% | -19.1% |
| 1Y | -9.5% | +49.9% | -59.4% | -16.3% |
| All | -9.5% | +54.1% | -63.6% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling