+24.9%
VSH vs LTH
+142.9%
-117.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.0% |
| 7D | -12.9% | +4.5% | -17.4% | -14.0% |
| 30D | -36.9% | +16.3% | -53.2% | -39.3% |
| 3M | -28.8% | +8.4% | -37.1% | -30.4% |
| 6M | -30.3% | +40.3% | -70.6% | -36.8% |
| YTD | +62.4% | +77.3% | -14.9% | +37.4% |
| 1Y | +62.5% | +88.0% | -25.4% | +35.4% |
| 3Y | +7.4% | +274.3% | -266.9% | -25.1% |
| All | +24.9% | +142.9% | -117.9% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling