-12.3%
VRSK vs LTH
+156.3%
-168.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.8% | -5.3% |
| 7D | -9.7% | +1.5% | -11.2% | -9.9% |
| 30D | -8.5% | -3.1% | -5.5% | -8.2% |
| 3M | -1.7% | +28.1% | -29.8% | -4.5% |
| 6M | -17.9% | +67.4% | -85.3% | -23.3% |
| YTD | -21.1% | +59.8% | -80.9% | -26.0% |
| 1Y | -35.1% | +45.6% | -80.7% | -38.5% |
| 3Y | -26.7% | +162.0% | -188.7% | -37.2% |
| All | -12.3% | +156.3% | -168.6% | -29.0% |
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