+24.9%
VTEB vs LH
+219.0%
-194.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.5% |
| 7D | -1.2% | -7.4% | +6.2% | -0.9% |
| 30D | -2.9% | -4.6% | +1.7% | -2.7% |
| 3M | -3.2% | +14.5% | -17.7% | -3.8% |
| 6M | -2.6% | +14.8% | -17.4% | -3.3% |
| YTD | -1.8% | +23.3% | -25.1% | -2.9% |
| 1Y | +0.2% | +13.6% | -13.4% | -0.5% |
| 3Y | +8.2% | +56.3% | -48.1% | +5.5% |
| 5Y | +0.8% | +25.2% | -24.4% | -0.8% |
| 10Y | +17.7% | +179.1% | -161.4% | +10.4% |
| All | +24.9% | +219.0% | -194.1% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling