+1,250.4%
VUG vs LH
+869.9%
+380.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | -0.1% | -2.5% | +2.4% | +0.9% |
| 30D | -0.3% | +4.3% | -4.7% | -2.2% |
| 3M | -0.7% | +25.5% | -26.2% | -10.3% |
| 6M | +14.6% | +17.0% | -2.3% | +6.5% |
| YTD | +9.0% | +31.3% | -22.2% | -4.0% |
| 1Y | +14.9% | +20.0% | -5.1% | +4.6% |
| 3Y | +86.0% | +63.9% | +22.2% | +44.8% |
| 5Y | +76.7% | +30.9% | +45.8% | +49.9% |
| 10Y | +411.3% | +191.4% | +219.9% | +181.2% |
| All | +1,250.4% | +869.9% | +380.5% | +346.2% |
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