-32.0%
VST vs LTH
+84.4%
-116.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.3% | +11.9% | +10.5% |
| 7D | -9.8% | +4.5% | -14.3% | -9.5% |
| 30D | -25.1% | +16.3% | -41.5% | -24.9% |
| 3M | -11.6% | +8.4% | -20.0% | -11.2% |
| 6M | -20.9% | +40.3% | -61.2% | -22.7% |
| YTD | -22.3% | +77.3% | -99.6% | -25.6% |
| 1Y | -32.0% | +88.0% | -120.0% | -34.8% |
| All | -32.0% | +84.4% | -116.4% | -34.8% |
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 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