+65.5%
VZ vs LH
+263.9%
-198.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +2.1% | +1.4% | +0.7% | +1.8% |
| 30D | +1.4% | +17.5% | -16.1% | -2.3% |
| 3M | -1.3% | +16.1% | -17.3% | -4.6% |
| 6M | -0.5% | +43.4% | -43.9% | -8.4% |
| YTD | +19.6% | +47.2% | -27.6% | +9.2% |
| 1Y | +22.4% | +50.1% | -27.8% | +11.1% |
| 3Y | +55.9% | +81.2% | -25.3% | +34.0% |
| 5Y | +20.4% | +63.7% | -43.3% | +4.5% |
| All | +65.5% | +263.9% | -198.3% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling