+588.9%
VST vs LTH
+142.9%
+446.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.3% | +11.9% | +10.8% |
| 7D | -9.8% | +4.5% | -14.3% | -10.7% |
| 30D | -25.1% | +16.3% | -41.5% | -27.4% |
| 3M | -11.6% | +8.4% | -20.0% | -13.2% |
| 6M | -20.9% | +40.3% | -61.2% | -26.5% |
| YTD | -22.3% | +77.3% | -99.6% | -31.5% |
| 1Y | -32.0% | +88.0% | -120.0% | -40.9% |
| 3Y | +262.4% | +274.3% | -11.9% | +190.2% |
| All | +588.9% | +142.9% | +446.0% | +440.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling