+744.3%
VRT vs LTH
+186.2%
+558.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.6% |
| 7D | -17.7% | +6.4% | -24.1% | -20.2% |
| 30D | -20.0% | +16.7% | -36.7% | -25.5% |
| 3M | -28.1% | +11.7% | -39.8% | -32.0% |
| 6M | -42.8% | +48.5% | -91.4% | -52.6% |
| YTD | +20.0% | +78.4% | -58.4% | -9.1% |
| 1Y | +3.5% | +89.7% | -86.2% | -23.8% |
| 3Y | +366.1% | +245.6% | +120.5% | +155.1% |
| 5Y | +632.2% | +142.7% | +489.5% | +316.0% |
| All | +744.3% | +186.2% | +558.1% | +368.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling