+228.7%
VTV vs LH
+183.3%
+45.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -1.1% | -4.7% | +3.6% | +0.6% |
| 30D | -1.0% | -3.5% | +2.5% | +0.2% |
| 3M | +4.6% | +17.7% | -13.0% | -1.8% |
| 6M | +13.5% | +15.8% | -2.3% | +6.9% |
| YTD | +18.5% | +25.1% | -6.6% | +8.2% |
| 1Y | +22.9% | +12.5% | +10.4% | +16.4% |
| 3Y | +67.8% | +59.8% | +8.1% | +36.8% |
| 5Y | +81.8% | +27.1% | +54.8% | +59.3% |
| All | +228.7% | +183.3% | +45.4% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling