+62.5%
VUG vs LH
+54.7%
+7.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +2.5% | +1.1% | +1.4% | +2.2% |
| 30D | -6.3% | +16.7% | -23.0% | -11.0% |
| 3M | -6.0% | +15.1% | -21.1% | -10.5% |
| 6M | -3.5% | +46.3% | -49.9% | -15.9% |
| YTD | +3.9% | +48.8% | -44.8% | -10.5% |
| 1Y | +5.1% | +39.7% | -34.6% | -7.3% |
| 3Y | +77.9% | +87.0% | -9.2% | +35.1% |
| All | +62.5% | +54.7% | +7.8% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling