+75.8%
VT vs LH
+64.2%
+11.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +0.4% | -2.5% | +2.9% | +1.0% |
| 30D | +1.0% | +4.3% | -3.4% | 0.0% |
| 3M | +2.4% | +25.5% | -23.1% | -2.8% |
| 6M | +12.0% | +17.0% | -5.0% | +8.0% |
| YTD | +15.3% | +31.3% | -15.9% | +8.0% |
| 1Y | +22.6% | +20.0% | +2.6% | +17.2% |
| All | +75.8% | +64.2% | +11.5% | +54.9% |
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