+13.8%
VRT vs LTH
+84.0%
-70.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.3% | -19.2% | -13.5% |
| 7D | -15.4% | +9.9% | -25.2% | -16.4% |
| 30D | -19.0% | +18.3% | -37.3% | -21.1% |
| 3M | -23.8% | +5.9% | -29.8% | -24.3% |
| 6M | -37.9% | +80.3% | -118.2% | -46.0% |
| YTD | +27.0% | +78.3% | -51.3% | +9.4% |
| 1Y | +13.8% | +81.0% | -67.2% | -1.8% |
| All | +13.8% | +84.0% | -70.2% | -1.8% |
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