-3.3%
LVS vs VEEV
+556.2%
-559.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -3.5% | -4.6% | +1.1% | -2.4% |
| 30D | -6.2% | +8.6% | -14.9% | -8.7% |
| 3M | -14.8% | +62.4% | -77.3% | -25.2% |
| 6M | -20.9% | +40.3% | -61.1% | -28.2% |
| YTD | -33.0% | +17.5% | -50.6% | -36.8% |
| 1Y | -20.0% | -6.1% | -13.9% | -20.3% |
| 3Y | -6.9% | +16.7% | -23.6% | -14.4% |
| 5Y | +9.1% | -13.3% | +22.4% | +3.4% |
| All | -3.3% | +556.2% | -559.5% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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