+10.0%
VNQ vs LTH
+150.5%
-140.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.3% | -4.0% | +2.7% | -0.5% |
| 30D | -2.6% | -5.3% | +2.7% | -1.6% |
| 3M | -2.0% | +19.0% | -21.0% | -5.5% |
| 6M | +4.3% | +55.8% | -51.5% | -5.1% |
| YTD | +9.2% | +56.1% | -46.9% | -0.9% |
| 1Y | +5.6% | +41.3% | -35.6% | -2.5% |
| 3Y | +30.8% | +156.6% | -125.8% | +4.0% |
| All | +10.0% | +150.5% | -140.4% | -16.9% |
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