+118.1%
VSH vs LH
+14.9%
+103.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +6.0% |
| 7D | +4.8% | -4.7% | +9.5% | +5.0% |
| 30D | -0.7% | -3.5% | +2.8% | -0.6% |
| 3M | -43.1% | +17.7% | -60.7% | -44.0% |
| 6M | +91.8% | +15.8% | +76.0% | +88.8% |
| YTD | +131.6% | +25.1% | +106.5% | +119.7% |
| 1Y | +118.1% | +12.5% | +105.6% | +114.2% |
| All | +118.1% | +14.9% | +103.2% | +114.2% |
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