+93.5%
VTR vs LTH
+160.9%
-67.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -1.7% | -0.6% | -1.0% | -1.6% |
| 30D | -2.4% | -4.6% | +2.1% | -1.7% |
| 3M | +14.8% | +32.8% | -18.0% | +9.1% |
| 6M | +5.3% | +64.6% | -59.3% | -4.1% |
| YTD | +18.1% | +62.6% | -44.5% | +7.4% |
| 1Y | +36.7% | +49.9% | -13.2% | +26.0% |
| 3Y | +130.1% | +151.3% | -21.3% | +85.0% |
| All | +93.5% | +160.9% | -67.4% | +44.2% |
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