+69.2%
VSH vs LTH
+156.3%
-87.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.6% |
| 7D | +6.2% | +1.5% | +4.7% | +5.8% |
| 30D | -11.1% | -3.1% | -8.1% | -10.5% |
| 3M | -44.9% | +28.1% | -73.0% | -48.7% |
| 6M | +90.0% | +67.4% | +22.6% | +64.2% |
| YTD | +118.8% | +59.8% | +59.0% | +90.9% |
| 1Y | +109.0% | +45.6% | +63.4% | +86.4% |
| 3Y | +35.6% | +162.0% | -126.4% | +2.7% |
| All | +69.2% | +156.3% | -87.1% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling