+69.7%
VT vs LH
+78.8%
-9.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -4.2% | -1.3% | -2.9% | -3.9% |
| 30D | -5.8% | +16.6% | -22.4% | -8.9% |
| 3M | -5.2% | +16.0% | -21.2% | -8.3% |
| 6M | +0.1% | +42.0% | -41.8% | -7.7% |
| YTD | +8.2% | +45.9% | -37.7% | -1.1% |
| 1Y | +10.1% | +46.4% | -36.3% | +0.4% |
| All | +69.7% | +78.8% | -9.1% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling