+285.9%
VRSN vs LH
+179.1%
+106.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +2.3% |
| 7D | -1.5% | -7.4% | +5.9% | +1.2% |
| 30D | +0.7% | -4.6% | +5.3% | +2.3% |
| 3M | +0.6% | +14.5% | -14.0% | -4.7% |
| 6M | +21.7% | +14.8% | +6.9% | +15.0% |
| YTD | +20.0% | +23.3% | -3.3% | +10.0% |
| 1Y | +3.2% | +13.6% | -10.4% | -2.6% |
| 3Y | +42.4% | +56.3% | -14.0% | +16.9% |
| 5Y | +33.0% | +25.2% | +7.8% | +17.1% |
| All | +285.9% | +179.1% | +106.8% | +143.6% |
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