+5.0%
LVS vs VFC
-68.3%
+73.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +1.9% |
| 7D | -0.8% | +1.6% | -2.5% | -1.2% |
| 30D | +10.0% | +25.5% | -15.5% | +4.1% |
| 3M | -11.0% | +41.3% | -52.3% | -18.3% |
| 6M | -20.1% | +22.2% | -42.4% | -24.9% |
| YTD | -36.3% | +16.4% | -52.7% | -39.7% |
| 1Y | -36.8% | +38.4% | -75.3% | -43.0% |
| 3Y | -9.5% | +56.2% | -65.8% | -29.7% |
| All | +5.0% | -68.3% | +73.3% | +105.4% |
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