+366.1%
VRT vs LH
+86.6%
+279.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.9% | -3.1% |
| 7D | -17.7% | +4.8% | -22.5% | -18.4% |
| 30D | -20.0% | +18.8% | -38.8% | -22.0% |
| 3M | -28.1% | +15.7% | -43.8% | -29.7% |
| 6M | -42.8% | +46.7% | -89.5% | -46.3% |
| YTD | +20.0% | +48.9% | -29.0% | +12.7% |
| 1Y | +3.5% | +43.5% | -40.0% | -2.0% |
| 3Y | +366.1% | +86.9% | +279.2% | +321.0% |
| All | +366.1% | +86.6% | +279.5% | +321.0% |
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 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