-20.9%
VST vs LTH
+54.1%
-75.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +8.9% | -0.6% | +9.6% | +8.9% |
| 30D | +6.2% | -4.6% | +10.8% | +6.1% |
| 3M | -2.7% | +32.8% | -35.5% | -4.4% |
| 6M | -8.4% | +64.6% | -73.0% | -9.9% |
| YTD | -7.2% | +62.6% | -69.8% | -8.8% |
| 1Y | -20.9% | +49.9% | -70.8% | -20.4% |
| All | -20.9% | +54.1% | -75.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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