+608.4%
VST vs LTH
+137.1%
+471.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.5% |
| 7D | +6.6% | -1.3% | +7.9% | +6.8% |
| 30D | -12.4% | +15.7% | -28.0% | -15.0% |
| 3M | -9.0% | +5.0% | -14.0% | -10.2% |
| 6M | -6.4% | +37.7% | -44.1% | -12.8% |
| YTD | -17.2% | +75.0% | -92.2% | -26.9% |
| 1Y | -22.0% | +82.6% | -104.7% | -31.9% |
| 3Y | +296.7% | +241.3% | +55.4% | +221.5% |
| All | +608.4% | +137.1% | +471.3% | +456.0% |
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