+65.4%
VMC vs LTH
+174.8%
-109.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.7% |
| 7D | -1.7% | -4.6% | +2.9% | -0.8% |
| 30D | +15.3% | +14.8% | +0.4% | +12.2% |
| 3M | +0.3% | +3.9% | -3.6% | -0.6% |
| 6M | +0.9% | +35.5% | -34.6% | -5.0% |
| YTD | -1.0% | +71.3% | -72.4% | -11.3% |
| 1Y | -4.3% | +75.7% | -80.0% | -14.7% |
| 3Y | +35.3% | +231.9% | -196.6% | +5.7% |
| 5Y | +44.4% | +130.5% | -86.1% | +10.2% |
| All | +65.4% | +174.8% | -109.5% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling