-20.2%
VST vs LH
+18.6%
-38.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.4% |
| 7D | +8.9% | -2.5% | +11.4% | +8.6% |
| 30D | +6.2% | +4.3% | +1.9% | +6.6% |
| 3M | -2.7% | +25.5% | -28.3% | -1.3% |
| 6M | -8.4% | +17.0% | -25.3% | -7.5% |
| YTD | -7.2% | +31.3% | -38.5% | -4.6% |
| All | -20.2% | +18.6% | -38.8% | -18.8% |
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