+304.4%
VRSN vs LH
+261.9%
+42.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +3.9% | +16.7% | -12.9% | -2.2% |
| 3M | +9.3% | +15.1% | -5.8% | +3.4% |
| 6M | +6.7% | +46.3% | -39.7% | -8.1% |
| YTD | +30.0% | +48.8% | -18.7% | +10.7% |
| 1Y | +26.0% | +39.7% | -13.7% | +9.8% |
| 3Y | +53.1% | +87.0% | -33.9% | +16.9% |
| 5Y | +35.0% | +53.0% | -18.0% | +9.8% |
| All | +304.4% | +261.9% | +42.5% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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