+6.4%
LVS vs VIG
+63.0%
-56.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.3% |
| 7D | -3.5% | -1.1% | -2.4% | -2.2% |
| 30D | -6.2% | -2.7% | -3.5% | -3.0% |
| 3M | -14.8% | +2.5% | -17.4% | -17.4% |
| 6M | -20.9% | +9.2% | -30.1% | -29.1% |
| YTD | -33.0% | +9.8% | -42.9% | -40.4% |
| 1Y | -20.0% | +12.4% | -32.4% | -30.9% |
| 3Y | -6.9% | +55.9% | -62.8% | -45.9% |
| All | +6.4% | +63.0% | -56.6% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling