+79.0%
VTI vs LTH
+160.9%
-81.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | 0.0% | -4.6% | +4.6% | +0.8% |
| 3M | +2.0% | +32.8% | -30.8% | -3.7% |
| 6M | +13.0% | +64.6% | -51.7% | +1.7% |
| YTD | +13.9% | +62.6% | -48.7% | +2.6% |
| 1Y | +20.0% | +49.9% | -29.9% | +9.6% |
| 3Y | +75.8% | +151.3% | -75.5% | +42.2% |
| All | +79.0% | +160.9% | -81.9% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling