+1,199.2%
VUG vs LH
+1,004.7%
+194.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +4.4% | +2.5% | +1.9% | +3.3% |
| 30D | -7.3% | +18.7% | -26.1% | -14.0% |
| 3M | -4.2% | +15.3% | -19.6% | -10.2% |
| 6M | -1.6% | +45.4% | -47.0% | -16.8% |
| YTD | +4.9% | +49.5% | -44.6% | -12.9% |
| 1Y | +3.8% | +41.4% | -37.6% | -11.8% |
| 3Y | +79.4% | +87.6% | -8.2% | +31.7% |
| 5Y | +63.9% | +53.8% | +10.1% | +29.6% |
| 10Y | +404.0% | +266.2% | +137.9% | +150.7% |
| All | +1,199.2% | +1,004.7% | +194.5% | +304.8% |
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