+139.0%
VRT vs LTH
+46.4%
+92.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.4% | +3.9% |
| 7D | +13.6% | +1.5% | +12.1% | +13.3% |
| 30D | +6.8% | -3.1% | +9.8% | +7.3% |
| 3M | -3.2% | +28.1% | -31.3% | -8.6% |
| 6M | +20.3% | +67.4% | -47.1% | +8.2% |
| YTD | +79.6% | +59.8% | +19.8% | +62.4% |
| 1Y | +139.0% | +45.6% | +93.4% | +137.6% |
| All | +139.0% | +46.4% | +92.6% | +137.6% |
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