+52.3%
LVS vs VFC
+91.3%
-39.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.5% |
| 7D | -1.5% | -1.6% | +0.1% | -0.7% |
| 30D | -3.2% | -11.6% | +8.4% | +2.8% |
| 3M | -12.0% | -18.1% | +6.1% | -5.1% |
| 6M | -19.9% | -27.4% | +7.5% | -9.0% |
| YTD | -30.6% | -24.8% | -5.8% | -23.6% |
| 1Y | -17.7% | -8.2% | -9.5% | -20.7% |
| 3Y | -14.2% | -29.1% | +14.9% | -28.8% |
| 5Y | +9.6% | -79.2% | +88.8% | +101.4% |
| 10Y | +5.7% | -68.1% | +73.8% | +14.4% |
| All | +52.3% | +91.3% | -39.0% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling