+112.0%
VSH vs LH
+20.0%
+92.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.5% |
| 7D | +4.1% | -2.5% | +6.5% | +4.2% |
| 30D | -4.2% | +4.3% | -8.5% | -4.5% |
| 3M | -50.0% | +25.5% | -75.5% | -51.4% |
| 6M | +80.2% | +17.0% | +63.2% | +79.8% |
| YTD | +121.1% | +31.3% | +89.8% | +108.7% |
| 1Y | +112.0% | +20.0% | +92.0% | +106.5% |
| All | +112.0% | +20.0% | +92.0% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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