-29.9%
VST vs LTH
+85.5%
-115.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.0% |
| 7D | -6.0% | +6.4% | -12.4% | -5.6% |
| 30D | -18.8% | +16.7% | -35.5% | -18.3% |
| 3M | -8.0% | +11.7% | -19.7% | -7.5% |
| 6M | -10.9% | +48.5% | -59.4% | -12.8% |
| YTD | -18.3% | +78.4% | -96.7% | -21.1% |
| 1Y | -29.9% | +89.7% | -119.6% | -31.9% |
| All | -29.9% | +85.5% | -115.4% | -31.9% |
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