+9.2%
VNQ vs LTH
+150.3%
-141.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -2.6% | -3.7% | +1.1% | -1.9% |
| 30D | -2.3% | -5.3% | +3.0% | -1.4% |
| 3M | -2.8% | +24.2% | -27.0% | -7.0% |
| 6M | +2.5% | +54.8% | -52.3% | -6.6% |
| YTD | +8.4% | +56.1% | -47.6% | -1.6% |
| 1Y | +6.8% | +45.5% | -38.8% | -2.0% |
| 3Y | +29.9% | +155.9% | -126.0% | +3.3% |
| All | +9.2% | +150.3% | -141.1% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling