-19.3%
LVS vs VEU
+190.9%
-210.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.3% |
| 7D | +0.3% | +1.7% | -1.3% | -1.8% |
| 30D | -3.9% | +1.0% | -4.9% | -5.2% |
| 3M | -12.9% | +5.6% | -18.5% | -19.8% |
| 6M | -16.9% | +13.7% | -30.6% | -31.4% |
| YTD | -31.2% | +17.7% | -49.0% | -46.1% |
| 1Y | -16.4% | +25.8% | -42.2% | -40.1% |
| 3Y | -4.4% | +77.1% | -81.5% | -56.9% |
| 5Y | +6.7% | +57.1% | -50.5% | -42.0% |
| 10Y | +1.4% | +149.8% | -148.4% | -69.7% |
| All | -19.3% | +190.9% | -210.2% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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