+696.3%
VST vs LTH
+186.2%
+510.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.2% |
| 7D | -6.0% | +6.4% | -12.4% | -7.3% |
| 30D | -18.8% | +16.7% | -35.5% | -21.3% |
| 3M | -8.0% | +11.7% | -19.7% | -10.2% |
| 6M | -10.9% | +48.5% | -59.4% | -18.1% |
| YTD | -18.3% | +78.4% | -96.7% | -28.2% |
| 1Y | -29.9% | +89.7% | -119.6% | -39.2% |
| 3Y | +290.3% | +245.6% | +44.7% | +214.8% |
| 5Y | +635.3% | +142.7% | +492.6% | +476.6% |
| All | +696.3% | +186.2% | +510.2% | +511.1% |
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