+2,723.0%
VRT vs LH
+129.6%
+2,593.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.7% | +5.0% |
| 7D | +9.1% | -2.5% | +11.6% | +10.3% |
| 30D | +0.9% | +4.3% | -3.4% | -1.2% |
| 3M | -13.4% | +25.5% | -38.9% | -23.0% |
| 6M | +11.7% | +17.0% | -5.3% | +2.5% |
| YTD | +73.2% | +31.3% | +42.0% | +49.8% |
| 1Y | +123.4% | +20.0% | +103.4% | +100.5% |
| 3Y | +606.2% | +63.9% | +542.3% | +423.0% |
| 5Y | +899.9% | +30.9% | +869.0% | +723.6% |
| All | +2,723.0% | +129.6% | +2,593.4% | +1,456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling