+49.5%
VTRS vs LTH
+150.5%
-101.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -2.2% | -4.0% | +1.8% | -1.5% |
| 30D | +3.3% | -5.3% | +8.6% | +4.3% |
| 3M | +2.0% | +19.0% | -17.0% | -1.2% |
| 6M | +19.9% | +55.8% | -35.8% | +10.2% |
| YTD | +35.7% | +56.1% | -20.4% | +24.4% |
| 1Y | +68.1% | +41.3% | +26.8% | +56.6% |
| 3Y | +87.1% | +156.6% | -69.6% | +53.4% |
| All | +49.5% | +150.5% | -101.0% | +16.6% |
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