-3.3%
LVS vs VIAV
+419.4%
-422.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.4% |
| 7D | -3.5% | +11.2% | -14.6% | -6.2% |
| 30D | -6.2% | -10.1% | +3.9% | -4.4% |
| 3M | -14.8% | -22.9% | +8.0% | -11.4% |
| 6M | -20.9% | +28.8% | -49.6% | -32.3% |
| YTD | -33.0% | +117.5% | -150.5% | -54.0% |
| 1Y | -20.0% | +216.1% | -236.1% | -53.2% |
| 3Y | -6.9% | +292.2% | -299.1% | -53.2% |
| 5Y | +9.1% | +141.0% | -131.9% | -32.6% |
| All | -3.3% | +419.4% | -422.7% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling