+32.1%
VSH vs LTH
+241.8%
-209.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -4.8% |
| 7D | +14.3% | -1.3% | +15.6% | +14.7% |
| 30D | -7.9% | +15.7% | -23.5% | -11.7% |
| 3M | -19.9% | +5.0% | -24.8% | -21.2% |
| 6M | -30.5% | +37.7% | -68.2% | -37.8% |
| YTD | +85.7% | +75.0% | +10.6% | +52.1% |
| 1Y | +98.9% | +82.6% | +16.3% | +60.4% |
| 3Y | +32.1% | +241.3% | -209.2% | -14.0% |
| All | +32.1% | +241.8% | -209.7% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling