+338.1%
LVS vs VCLT
+103.3%
+234.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | -3.9% | -0.6% | -3.3% | -3.8% |
| 3M | -12.9% | -2.2% | -10.6% | -12.6% |
| 6M | -16.9% | -2.9% | -14.1% | -16.7% |
| YTD | -31.2% | -2.1% | -29.2% | -31.1% |
| 1Y | -16.4% | -2.6% | -13.8% | -16.2% |
| 3Y | -4.4% | +12.5% | -16.9% | -5.1% |
| 5Y | +6.7% | -15.3% | +21.9% | +4.3% |
| 10Y | +1.4% | +16.6% | -15.2% | +6.5% |
| All | +338.1% | +103.3% | +234.8% | +555.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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