+297.5%
VST vs LTH
+240.3%
+57.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +7.4% |
| 7D | -0.5% | +7.0% | -7.5% | -2.3% |
| 30D | -17.1% | +15.4% | -32.5% | -20.2% |
| 3M | -4.6% | +7.0% | -11.6% | -6.6% |
| 6M | -9.1% | +46.9% | -55.9% | -19.0% |
| YTD | -16.6% | +76.4% | -93.0% | -30.6% |
| 1Y | -29.5% | +83.7% | -113.2% | -42.3% |
| 3Y | +297.5% | +248.9% | +48.6% | +222.8% |
| All | +297.5% | +240.3% | +57.3% | +222.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling