+99.3%
VSH vs LTH
+77.7%
+21.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.5% | -4.3% |
| 7D | +26.2% | -4.6% | +30.8% | +26.7% |
| 30D | -12.5% | +14.8% | -27.3% | -13.7% |
| 3M | -16.9% | +3.9% | -20.8% | -17.1% |
| 6M | -17.0% | +35.5% | -52.5% | -22.3% |
| YTD | +93.8% | +71.3% | +22.5% | +66.0% |
| 1Y | +99.3% | +75.7% | +23.6% | +68.0% |
| All | +99.3% | +77.7% | +21.7% | +68.0% |
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