-20.1%
LVS vs VFC
+20.2%
-40.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.2% |
| 7D | -0.8% | +1.6% | -2.5% | -1.1% |
| 30D | +10.0% | +25.5% | -15.5% | +7.5% |
| 3M | -11.0% | +41.3% | -52.3% | -13.9% |
| 6M | -20.1% | +22.2% | -42.4% | -22.6% |
| All | -20.1% | +20.2% | -40.3% | -22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling