+618.2%
VRT vs LH
+65.5%
+552.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.7% | +4.5% |
| 7D | +9.1% | -2.5% | +11.6% | +9.3% |
| 30D | +0.9% | +4.3% | -3.4% | +0.5% |
| 3M | -13.4% | +25.5% | -38.9% | -15.6% |
| 6M | +11.7% | +17.0% | -5.3% | +10.3% |
| YTD | +73.2% | +31.3% | +42.0% | +67.9% |
| 1Y | +123.4% | +20.0% | +103.4% | +119.4% |
| All | +618.2% | +65.5% | +552.7% | +632.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling