0.0%
VRT vs LTH
+84.4%
-84.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.6% |
| 7D | -21.4% | +4.5% | -25.8% | -21.8% |
| 30D | -25.8% | +16.3% | -42.2% | -27.8% |
| 3M | -33.5% | +8.4% | -41.9% | -34.3% |
| 6M | -49.0% | +40.3% | -89.3% | -53.2% |
| YTD | +12.9% | +77.3% | -64.3% | -4.0% |
| 1Y | 0.0% | +88.0% | -87.9% | -15.0% |
| All | 0.0% | +84.4% | -84.4% | -15.0% |
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