+76.2%
VUG vs LTH
+183.0%
-106.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +0.5% | +7.0% | -6.5% | -1.0% |
| 30D | -8.2% | +15.4% | -23.6% | -11.2% |
| 3M | -5.4% | +7.0% | -12.5% | -7.2% |
| 6M | -2.5% | +46.9% | -49.4% | -11.4% |
| YTD | +4.2% | +76.4% | -72.2% | -10.0% |
| 1Y | +5.0% | +83.7% | -78.7% | -10.3% |
| 3Y | +81.7% | +248.9% | -167.1% | +30.2% |
| 5Y | +62.5% | +141.8% | -79.3% | +13.3% |
| All | +76.2% | +183.0% | -106.7% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling