-8.7%
LVS vs VEEV
+596.9%
-605.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | 0.0% |
| 7D | +0.3% | -5.2% | +5.5% | +1.5% |
| 30D | -3.9% | +14.9% | -18.8% | -7.5% |
| 3M | -12.9% | +58.4% | -71.2% | -22.4% |
| 6M | -16.9% | +35.5% | -52.4% | -23.7% |
| YTD | -31.2% | +18.6% | -49.9% | -35.0% |
| 1Y | -16.4% | -6.3% | -10.1% | -16.7% |
| 3Y | -4.4% | +20.2% | -24.6% | -12.3% |
| 5Y | +6.7% | -13.8% | +20.5% | +2.1% |
| 10Y | +1.4% | +542.0% | -540.6% | -40.9% |
| All | -8.7% | +596.9% | -605.6% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling