+93.8%
VTR vs LTH
+150.3%
-56.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.8% | -3.7% | +1.9% | -1.2% |
| 30D | +4.0% | -5.3% | +9.3% | +4.9% |
| 3M | +7.8% | +24.2% | -16.3% | +3.7% |
| 6M | +6.4% | +54.8% | -48.5% | -2.1% |
| YTD | +18.3% | +56.1% | -37.7% | +8.4% |
| 1Y | +33.9% | +45.5% | -11.6% | +24.0% |
| 3Y | +134.3% | +155.9% | -21.6% | +87.5% |
| All | +93.8% | +150.3% | -56.5% | +45.5% |
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