-33.2%
VRSK vs LTH
+45.2%
-78.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -5.2% | -4.0% | -1.2% | -5.1% |
| 30D | -2.3% | -5.3% | +3.0% | -2.3% |
| 3M | -2.9% | +19.0% | -21.9% | -2.1% |
| 6M | -12.8% | +55.8% | -68.6% | -13.1% |
| YTD | -20.8% | +56.1% | -76.9% | -21.6% |
| 1Y | -33.2% | +41.3% | -74.5% | -34.1% |
| All | -33.2% | +45.2% | -78.4% | -34.1% |
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 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