+691.5%
VTRS vs LH
+1,355.8%
-664.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -3.5% | -3.2% | -0.3% | -2.8% |
| 30D | +2.1% | +0.1% | +2.0% | +2.1% |
| 3M | +2.6% | +18.6% | -16.0% | -0.9% |
| 6M | +17.8% | +17.9% | -0.2% | +13.8% |
| YTD | +35.7% | +28.9% | +6.7% | +28.6% |
| 1Y | +63.5% | +16.6% | +46.9% | +58.1% |
| 3Y | +85.1% | +63.6% | +21.6% | +67.2% |
| 5Y | +42.5% | +30.0% | +12.5% | +33.9% |
| 10Y | -48.2% | +191.9% | -240.1% | -58.6% |
| All | +691.5% | +1,355.8% | -664.4% | +349.9% |
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