+50.4%
VTRS vs LTH
+156.3%
-105.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.3% |
| 7D | -0.1% | +1.5% | -1.7% | -0.4% |
| 30D | +1.9% | -3.1% | +4.9% | +2.4% |
| 3M | +5.1% | +28.1% | -23.1% | +0.5% |
| 6M | +20.1% | +67.4% | -47.3% | +8.9% |
| YTD | +36.6% | +59.8% | -23.2% | +24.7% |
| 1Y | +64.1% | +45.6% | +18.5% | +52.1% |
| 3Y | +86.4% | +162.0% | -75.6% | +52.2% |
| All | +50.4% | +156.3% | -105.9% | +16.8% |
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