+1,258.6%
VSH vs LH
+1,579.7%
-321.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | +14.3% | +1.1% | +13.3% | +14.1% |
| 30D | -7.9% | +16.7% | -24.6% | -11.1% |
| 3M | -19.9% | +15.1% | -34.9% | -22.6% |
| 6M | -30.5% | +46.3% | -76.9% | -36.7% |
| YTD | +85.7% | +48.8% | +36.9% | +68.2% |
| 1Y | +98.9% | +39.7% | +59.2% | +82.9% |
| 3Y | +32.1% | +87.0% | -55.0% | +13.8% |
| 5Y | +39.7% | +53.0% | -13.3% | +24.9% |
| 10Y | +117.6% | +264.3% | -146.8% | +62.0% |
| All | +1,258.6% | +1,579.7% | -321.1% | +659.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling