+301.1%
VST vs LH
+87.4%
+213.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +19.2% | +2.5% | +16.7% | +18.8% |
| 30D | -17.2% | +18.7% | -35.9% | -19.4% |
| 3M | -8.1% | +15.3% | -23.5% | -10.2% |
| 6M | -8.1% | +45.4% | -53.5% | -14.9% |
| YTD | -16.3% | +49.5% | -65.8% | -23.2% |
| 1Y | -24.1% | +41.4% | -65.5% | -29.4% |
| All | +301.1% | +87.4% | +213.7% | +229.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling