+213.7%
VT vs LH
+263.9%
-50.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -2.3% | +1.4% | -3.8% | -2.8% |
| 30D | -5.0% | +17.5% | -22.5% | -10.4% |
| 3M | -4.9% | +16.1% | -20.9% | -10.1% |
| 6M | -1.5% | +43.4% | -44.9% | -14.1% |
| YTD | +8.5% | +47.2% | -38.7% | -6.6% |
| 1Y | +11.4% | +50.1% | -38.8% | -4.9% |
| 3Y | +70.1% | +81.2% | -11.1% | +32.8% |
| 5Y | +53.7% | +63.7% | -10.0% | +22.5% |
| All | +213.7% | +263.9% | -50.2% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling