-34.9%
VST vs LH
+44.2%
-79.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.9% | -17.7% | -13.2% |
| 7D | -15.7% | +2.1% | -17.8% | -15.2% |
| 30D | -17.0% | +19.2% | -36.1% | -15.5% |
| 3M | -15.9% | +18.0% | -33.9% | -14.4% |
| 6M | -25.0% | +46.1% | -71.1% | -24.6% |
| YTD | -25.1% | +47.7% | -72.8% | -24.2% |
| 1Y | -34.9% | +47.2% | -82.1% | -33.7% |
| All | -34.9% | +44.2% | -79.1% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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