-5.8%
LVS vs VMC
+17.4%
-23.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.5% |
| 7D | -2.7% | -5.3% | +2.6% | -1.2% |
| 30D | -4.7% | -12.3% | +7.6% | -1.0% |
| 3M | -15.6% | -10.3% | -5.3% | -13.3% |
| 6M | -18.6% | -8.6% | -10.1% | -17.3% |
| YTD | -32.3% | -11.9% | -20.4% | -31.0% |
| 1Y | -18.0% | -13.9% | -4.1% | -16.0% |
| All | -5.8% | +17.4% | -23.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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