+48.7%
LVS vs VIAV
+178.6%
-129.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -2.7% | +13.6% | -16.3% | -7.7% |
| 30D | -4.7% | +5.3% | -10.0% | -8.1% |
| 3M | -15.6% | -15.6% | 0.0% | -14.4% |
| 6M | -18.6% | +34.0% | -52.6% | -34.8% |
| YTD | -32.3% | +119.9% | -152.1% | -57.9% |
| 1Y | -18.0% | +235.2% | -253.2% | -58.4% |
| 3Y | -5.8% | +299.8% | -305.6% | -58.7% |
| 5Y | +5.7% | +140.1% | -134.3% | -43.3% |
| 10Y | 0.0% | +420.3% | -420.3% | -64.0% |
| All | +48.7% | +178.6% | -129.9% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling