-3.3%
LVS vs VIG
+250.0%
-253.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.3% |
| 7D | -3.5% | -1.1% | -2.4% | -2.3% |
| 30D | -6.2% | -2.7% | -3.5% | -3.2% |
| 3M | -14.8% | +2.5% | -17.4% | -17.3% |
| 6M | -20.9% | +9.2% | -30.1% | -28.7% |
| YTD | -33.0% | +9.8% | -42.9% | -40.1% |
| 1Y | -20.0% | +12.4% | -32.4% | -30.4% |
| 3Y | -6.9% | +55.9% | -62.8% | -44.0% |
| 5Y | +9.1% | +63.9% | -54.9% | -37.5% |
| All | -3.3% | +250.0% | -253.3% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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