+63.4%
VSH vs LTH
+84.0%
-20.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.3% | -11.4% | -5.6% |
| 7D | -13.6% | +9.9% | -23.5% | -14.3% |
| 30D | -30.4% | +18.3% | -48.6% | -31.5% |
| 3M | -33.3% | +5.9% | -39.2% | -33.6% |
| 6M | -15.1% | +80.3% | -95.4% | -26.0% |
| YTD | +80.2% | +78.3% | +1.9% | +53.8% |
| 1Y | +63.4% | +81.0% | -17.7% | +37.6% |
| All | +63.4% | +84.0% | -20.7% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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