+1,216.2%
VZ vs LH
+1,382.1%
-165.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | +0.1% | -2.5% | +2.5% | +0.3% |
| 30D | +7.9% | +4.3% | +3.6% | +7.5% |
| 3M | +13.6% | +25.5% | -11.9% | +11.3% |
| 6M | +1.1% | +17.0% | -15.9% | -0.4% |
| YTD | +29.3% | +31.3% | -2.0% | +25.9% |
| 1Y | +21.2% | +20.0% | +1.3% | +19.0% |
| 3Y | +75.9% | +63.9% | +12.0% | +67.3% |
| 5Y | +24.1% | +30.9% | -6.8% | +19.9% |
| 10Y | +62.4% | +191.4% | -129.0% | +45.3% |
| All | +1,216.2% | +1,382.1% | -165.9% | +932.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling