+953.6%
VRT vs LH
+28.2%
+925.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.2% | -8.4% | -9.1% |
| 7D | +2.4% | -3.2% | +5.6% | +3.9% |
| 30D | -2.7% | +0.1% | -2.8% | -2.9% |
| 3M | -9.2% | +18.6% | -27.8% | -16.8% |
| 6M | -0.5% | +17.9% | -18.4% | -9.1% |
| YTD | +62.3% | +28.9% | +33.4% | +41.2% |
| 1Y | +109.6% | +16.6% | +92.9% | +91.0% |
| 3Y | +573.1% | +63.6% | +509.5% | +371.5% |
| 5Y | +953.6% | +30.0% | +923.6% | +706.2% |
| All | +953.6% | +28.2% | +925.4% | +706.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling