+53.4%
VT vs LTH
+155.3%
-102.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.8% | -4.2% |
| 7D | -4.2% | +5.3% | -9.5% | -5.1% |
| 30D | -5.8% | +18.3% | -24.1% | -8.6% |
| 3M | -5.2% | +5.4% | -10.6% | -6.3% |
| 6M | +0.1% | +62.5% | -62.4% | -8.8% |
| YTD | +8.2% | +79.6% | -71.4% | -3.6% |
| 1Y | +10.1% | +88.1% | -78.0% | -2.8% |
| 3Y | +69.7% | +272.5% | -202.8% | +30.0% |
| 5Y | +53.4% | +146.1% | -92.8% | +15.9% |
| All | +53.4% | +155.3% | -102.0% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling