-9.5%
LVS vs VIG
+67.2%
-76.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.8% | +3.5% | -4.3% | -4.7% |
| 30D | +10.0% | +4.9% | +5.1% | +3.8% |
| 3M | -11.0% | +2.5% | -13.5% | -13.7% |
| 6M | -20.1% | +11.0% | -31.2% | -29.7% |
| YTD | -36.3% | +16.0% | -52.3% | -47.0% |
| 1Y | -36.8% | +17.5% | -54.4% | -48.3% |
| 3Y | -9.5% | +67.0% | -76.5% | -60.3% |
| All | -9.5% | +67.2% | -76.7% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling