+1,978.7%
VRT vs LH
+161.5%
+1,817.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +6.0% | +6.2% |
| 7D | +0.5% | +1.2% | -0.7% | +0.1% |
| 30D | -13.7% | +18.0% | -31.7% | -20.0% |
| 3M | -26.7% | +15.7% | -42.4% | -31.6% |
| 6M | -43.8% | +46.6% | -90.5% | -53.7% |
| YTD | +27.6% | +49.5% | -21.9% | +3.9% |
| 1Y | +15.5% | +40.2% | -24.7% | -3.0% |
| 3Y | +395.6% | +87.6% | +308.0% | +246.3% |
| 5Y | +677.3% | +59.3% | +618.1% | +485.6% |
| All | +1,978.7% | +161.5% | +1,817.2% | +979.2% |
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