+1.3%
LVS vs VIK
+225.1%
-223.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -3.5% | -0.9% | -2.5% | -3.2% |
| 30D | -6.2% | -18.4% | +12.2% | -1.2% |
| 3M | -14.8% | -8.8% | -6.1% | -13.3% |
| 6M | -20.9% | +17.1% | -38.0% | -26.1% |
| YTD | -33.0% | +19.0% | -52.1% | -38.2% |
| 1Y | -20.0% | +30.1% | -50.2% | -28.7% |
| All | +1.3% | +225.1% | -223.8% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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