+1,112.0%
VST vs LH
+263.9%
+848.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.9% | +9.7% | +10.2% |
| 7D | -9.8% | +1.4% | -11.2% | -10.4% |
| 30D | -25.1% | +17.5% | -42.6% | -29.7% |
| 3M | -11.6% | +16.1% | -27.6% | -16.7% |
| 6M | -20.9% | +43.4% | -64.3% | -31.5% |
| YTD | -22.3% | +47.2% | -69.5% | -33.6% |
| 1Y | -32.0% | +50.1% | -82.1% | -42.5% |
| 3Y | +262.4% | +81.2% | +181.2% | +179.3% |
| 5Y | +563.4% | +63.7% | +499.6% | +421.5% |
| All | +1,112.0% | +263.9% | +848.2% | +612.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling