+5.7%
LVS vs VFC
-78.7%
+84.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.9% |
| 7D | -2.7% | -2.3% | -0.4% | -2.2% |
| 30D | -4.7% | -13.4% | +8.7% | -1.3% |
| 3M | -15.6% | -23.7% | +8.1% | -10.7% |
| 6M | -18.6% | -24.5% | +5.8% | -14.0% |
| YTD | -32.3% | -27.8% | -4.4% | -27.9% |
| 1Y | -18.0% | -13.5% | -4.6% | -17.5% |
| 3Y | -5.8% | -27.1% | +21.3% | -10.6% |
| 5Y | +5.7% | -79.0% | +84.8% | +110.8% |
| All | +5.7% | -78.7% | +84.4% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling