+91.7%
VTR vs LTH
+180.7%
-89.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | +0.2% | -1.3% | +1.5% | +0.4% |
| 30D | +5.5% | +15.7% | -10.2% | +2.8% |
| 3M | -0.9% | +5.0% | -5.9% | -1.9% |
| 6M | -0.4% | +37.7% | -38.1% | -6.1% |
| YTD | +17.0% | +75.0% | -58.0% | +5.0% |
| 1Y | +18.0% | +82.6% | -64.7% | +4.9% |
| 3Y | +127.4% | +241.3% | -113.9% | +73.1% |
| 5Y | +92.3% | +135.4% | -43.2% | +44.1% |
| All | +91.7% | +180.7% | -89.0% | +41.0% |
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