+373.4%
VST vs LH
+64.2%
+309.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | +8.9% | -2.5% | +11.4% | +9.4% |
| 30D | +6.2% | +4.3% | +1.9% | +5.3% |
| 3M | -2.7% | +25.5% | -28.3% | -7.8% |
| 6M | -8.4% | +17.0% | -25.3% | -11.6% |
| YTD | -7.2% | +31.3% | -38.5% | -13.4% |
| 1Y | -20.9% | +20.0% | -40.9% | -24.6% |
| All | +373.4% | +64.2% | +309.2% | +296.2% |
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