+120.4%
VSH vs LH
+263.7%
-143.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | +26.2% | +2.5% | +23.7% | +24.8% |
| 30D | -12.5% | +18.7% | -31.2% | -20.1% |
| 3M | -16.9% | +15.3% | -32.3% | -23.3% |
| 6M | -17.0% | +45.4% | -62.3% | -33.1% |
| YTD | +93.8% | +49.5% | +44.3% | +53.0% |
| 1Y | +99.3% | +41.4% | +58.0% | +62.4% |
| 3Y | +35.0% | +87.6% | -52.6% | -6.6% |
| 5Y | +45.8% | +53.8% | -8.0% | +9.6% |
| All | +120.4% | +263.7% | -143.3% | -1.5% |
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 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