+8.9%
LVS vs VIG
+617.8%
-608.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | +0.3% |
| 7D | +0.3% | -0.4% | +0.7% | +0.9% |
| 30D | -3.9% | -2.1% | -1.8% | -0.7% |
| 3M | -12.9% | +3.3% | -16.2% | -17.3% |
| 6M | -16.9% | +9.3% | -26.2% | -27.9% |
| YTD | -31.2% | +10.1% | -41.4% | -41.1% |
| 1Y | -16.4% | +14.7% | -31.1% | -32.9% |
| 3Y | -4.4% | +56.9% | -61.4% | -53.0% |
| 5Y | +6.7% | +62.9% | -56.3% | -50.8% |
| 10Y | +1.4% | +241.3% | -239.9% | -87.4% |
| All | +8.9% | +617.8% | -608.9% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling