+130.8%
VTR vs LH
+56.3%
+74.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +2.4% |
| 7D | -1.8% | -7.4% | +5.6% | +0.2% |
| 30D | +4.0% | -4.6% | +8.6% | +5.3% |
| 3M | +7.8% | +14.5% | -6.7% | +3.2% |
| 6M | +6.4% | +14.8% | -8.4% | +1.5% |
| YTD | +18.3% | +23.3% | -4.9% | +10.1% |
| 1Y | +33.9% | +13.6% | +20.3% | +27.8% |
| All | +130.8% | +56.3% | +74.5% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling