+20.2%
VZ vs LH
+62.5%
-42.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | -1.3% | +16.1% | -17.3% | -4.5% |
| 6M | -0.5% | +43.4% | -43.9% | -8.3% |
| YTD | +19.6% | +47.2% | -27.6% | +9.3% |
| 1Y | +22.4% | +50.1% | -27.8% | +11.2% |
| 3Y | +55.9% | +81.2% | -25.3% | +33.0% |
| All | +20.2% | +62.5% | -42.3% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling