+219.2%
VT vs LH
+267.5%
-48.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.1% | +4.8% | -4.9% | -1.8% |
| 30D | -3.1% | +18.8% | -21.9% | -9.0% |
| 3M | -3.5% | +15.7% | -19.2% | -8.7% |
| 6M | +0.5% | +46.7% | -46.2% | -13.1% |
| YTD | +10.8% | +48.9% | -38.1% | -5.1% |
| 1Y | +11.9% | +43.5% | -31.6% | -2.8% |
| 3Y | +73.0% | +86.9% | -13.9% | +33.3% |
| 5Y | +58.6% | +60.4% | -1.8% | +27.4% |
| 10Y | +219.2% | +260.7% | -41.5% | +80.1% |
| All | +219.2% | +267.5% | -48.3% | +80.1% |
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