+223.0%
VT vs LH
+191.0%
+32.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +0.4% | -2.5% | +2.9% | +1.3% |
| 30D | +1.0% | +4.3% | -3.4% | -0.6% |
| 3M | +2.4% | +25.5% | -23.1% | -6.0% |
| 6M | +12.0% | +17.0% | -5.0% | +5.4% |
| YTD | +15.3% | +31.3% | -15.9% | +3.8% |
| 1Y | +22.6% | +20.0% | +2.6% | +13.6% |
| 3Y | +74.7% | +63.9% | +10.8% | +41.6% |
| 5Y | +66.1% | +30.9% | +35.3% | +44.4% |
| All | +223.0% | +191.0% | +32.0% | +96.8% |
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