+62.3%
VT vs LTH
+184.4%
-122.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.5% |
| 7D | -2.3% | +4.5% | -6.8% | -3.1% |
| 30D | -5.0% | +16.3% | -21.3% | -7.5% |
| 3M | -4.9% | +8.4% | -13.2% | -6.4% |
| 6M | -1.5% | +40.3% | -41.8% | -7.7% |
| YTD | +8.5% | +77.3% | -68.8% | -2.9% |
| 1Y | +11.4% | +88.0% | -76.6% | -1.5% |
| 3Y | +70.1% | +274.3% | -204.2% | +30.9% |
| 5Y | +53.7% | +142.9% | -89.2% | +16.8% |
| All | +62.3% | +184.4% | -122.1% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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