+262.4%
VST vs LH
+80.4%
+182.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.9% | +9.7% | +10.4% |
| 7D | -9.8% | +1.4% | -11.2% | -9.9% |
| 30D | -25.1% | +17.5% | -42.6% | -27.1% |
| 3M | -11.6% | +16.1% | -27.6% | -13.8% |
| 6M | -20.9% | +43.4% | -64.3% | -26.6% |
| YTD | -22.3% | +47.2% | -69.5% | -28.6% |
| 1Y | -32.0% | +50.1% | -82.1% | -38.1% |
| 3Y | +262.4% | +81.2% | +181.2% | +196.9% |
| All | +262.4% | +80.4% | +182.0% | +196.9% |
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 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