+82.8%
VUG vs LTH
+152.0%
-69.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +0.1% | -4.0% | +4.1% | +1.0% |
| 30D | -1.7% | -1.7% | 0.0% | -1.4% |
| 3M | +2.8% | +28.0% | -25.2% | -3.3% |
| 6M | +13.6% | +54.1% | -40.5% | +1.7% |
| YTD | +8.1% | +57.1% | -49.0% | -4.0% |
| 1Y | +13.1% | +45.8% | -32.7% | +1.9% |
| 3Y | +87.0% | +157.6% | -70.6% | +43.5% |
| All | +82.8% | +152.0% | -69.2% | +30.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling