+1,119.2%
VRT vs LTH
+160.9%
+958.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.2% |
| 7D | +9.1% | -0.6% | +9.8% | +9.3% |
| 30D | +0.9% | -4.6% | +5.5% | +2.8% |
| 3M | -13.4% | +32.8% | -46.2% | -23.8% |
| 6M | +11.7% | +64.6% | -52.9% | -11.2% |
| YTD | +73.2% | +62.6% | +10.6% | +37.6% |
| 1Y | +123.4% | +49.9% | +73.5% | +82.5% |
| 3Y | +606.2% | +151.3% | +454.8% | +347.4% |
| All | +1,119.2% | +160.9% | +958.3% | +608.9% |
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