+67.0%
VSH vs LH
+28.2%
+38.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | +3.5% | -3.2% | +6.7% | +4.9% |
| 30D | -4.4% | +0.1% | -4.5% | -4.6% |
| 3M | -45.8% | +18.6% | -64.4% | -50.3% |
| 6M | +90.1% | +17.9% | +72.2% | +74.2% |
| YTD | +120.3% | +28.9% | +91.4% | +92.8% |
| 1Y | +112.2% | +16.6% | +95.6% | +94.7% |
| 3Y | +36.6% | +63.6% | -27.0% | +7.1% |
| 5Y | +67.0% | +30.0% | +37.0% | +32.8% |
| All | +67.0% | +28.2% | +38.8% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling