+804.9%
VST vs LTH
+160.9%
+644.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +8.9% | -0.6% | +9.6% | +9.0% |
| 30D | +6.2% | -4.6% | +10.8% | +7.0% |
| 3M | -2.7% | +32.8% | -35.5% | -8.4% |
| 6M | -8.4% | +64.6% | -73.0% | -17.7% |
| YTD | -7.2% | +62.6% | -69.8% | -16.7% |
| 1Y | -20.9% | +49.9% | -70.8% | -28.0% |
| 3Y | +384.0% | +151.3% | +232.7% | +309.9% |
| All | +804.9% | +160.9% | +644.0% | +608.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling