+65.5%
VZ vs LH
+259.5%
-194.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +2.2% | +4.6% | -2.3% | +1.2% |
| 30D | +10.6% | +19.1% | -8.5% | +6.3% |
| 3M | -0.6% | +16.7% | -17.4% | -4.1% |
| 6M | +0.7% | +47.0% | -46.3% | -7.8% |
| YTD | +20.6% | +49.3% | -28.7% | +9.7% |
| 1Y | +22.7% | +48.6% | -25.9% | +11.7% |
| 3Y | +57.2% | +87.8% | -30.6% | +34.0% |
| 5Y | +21.4% | +65.0% | -43.7% | +5.1% |
| 10Y | +65.5% | +275.0% | -209.5% | +26.4% |
| All | +65.5% | +259.5% | -194.0% | +26.4% |
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