+175.8%
VSH vs LH
+179.1%
-3.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +1.3% |
| 7D | +3.1% | -7.4% | +10.5% | +7.1% |
| 30D | -5.7% | -4.6% | -1.1% | -3.6% |
| 3M | -42.5% | +14.5% | -57.0% | -47.1% |
| 6M | +82.7% | +14.8% | +67.9% | +67.0% |
| YTD | +118.2% | +23.3% | +95.0% | +91.7% |
| 1Y | +109.7% | +13.6% | +96.1% | +91.8% |
| 3Y | +35.3% | +56.3% | -21.1% | +3.7% |
| 5Y | +65.6% | +25.2% | +40.4% | +39.3% |
| All | +175.8% | +179.1% | -3.3% | +46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling