+123.4%
VRT vs LTH
+54.1%
+69.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.3% |
| 7D | +9.1% | -0.6% | +9.8% | +9.2% |
| 30D | +0.9% | -4.6% | +5.5% | +1.6% |
| 3M | -13.4% | +32.8% | -46.2% | -18.7% |
| 6M | +11.7% | +64.6% | -52.9% | +0.5% |
| YTD | +73.2% | +62.6% | +10.6% | +56.4% |
| 1Y | +123.4% | +49.9% | +73.5% | +116.4% |
| All | +123.4% | +54.1% | +69.3% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling