+12.9%
VNQ vs LTH
+180.7%
-167.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.4% |
| 7D | +0.8% | -1.3% | +2.0% | +1.0% |
| 30D | +6.8% | +15.7% | -8.9% | +3.7% |
| 3M | -1.3% | +5.0% | -6.3% | -2.4% |
| 6M | +2.4% | +37.7% | -35.3% | -4.2% |
| YTD | +12.1% | +75.0% | -62.9% | -0.7% |
| 1Y | +12.0% | +82.6% | -70.7% | -1.7% |
| 3Y | +44.8% | +241.3% | -196.5% | +9.3% |
| 5Y | +6.9% | +135.4% | -128.6% | -21.3% |
| All | +12.9% | +180.7% | -167.8% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling