-2.7%
LVS vs VLTO
+56.1%
-58.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +5.2% | +2.0% | +3.1% | +4.4% |
| 30D | +12.0% | +21.8% | -9.8% | +3.5% |
| 3M | -11.5% | +20.2% | -31.7% | -17.8% |
| 6M | -23.2% | +36.3% | -59.6% | -32.6% |
| YTD | -36.7% | +18.8% | -55.5% | -41.3% |
| 1Y | -36.8% | +20.4% | -57.2% | -41.9% |
| 3Y | -10.5% | +71.9% | -82.4% | -26.4% |
| All | -2.7% | +56.1% | -58.8% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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