+1,474.1%
VTR vs LH
+4,808.0%
-3,333.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -3.7% | +2.0% | -5.7% | -4.2% |
| 3M | +13.5% | +24.3% | -10.7% | +7.7% |
| 6M | +7.2% | +21.1% | -13.9% | +2.1% |
| YTD | +17.6% | +30.4% | -12.9% | +9.9% |
| 1Y | +35.4% | +18.4% | +17.0% | +29.3% |
| 3Y | +132.8% | +65.5% | +67.4% | +104.0% |
| 5Y | +88.7% | +29.9% | +58.8% | +73.5% |
| 10Y | +87.6% | +186.6% | -99.0% | +45.5% |
| All | +1,474.1% | +4,808.0% | -3,333.9% | +739.2% |
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