+76.0%
VTI vs LTH
+174.8%
-98.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.7% | +0.3% |
| 7D | +3.4% | -4.6% | +8.0% | +4.2% |
| 30D | -2.3% | +14.8% | -17.1% | -4.9% |
| 3M | -2.2% | +3.9% | -6.1% | -3.1% |
| 6M | +3.3% | +35.5% | -32.2% | -3.1% |
| YTD | +12.1% | +71.3% | -59.2% | -0.2% |
| 1Y | +12.2% | +75.7% | -63.5% | -0.7% |
| 3Y | +78.0% | +231.9% | -153.9% | +36.7% |
| 5Y | +65.2% | +130.5% | -65.2% | +23.8% |
| All | +76.0% | +174.8% | -98.8% | +32.0% |
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