+52.3%
LVS vs VMC
+539.7%
-487.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -1.5% | -4.3% | +2.8% | +1.1% |
| 30D | -3.2% | -8.2% | +5.0% | +1.8% |
| 3M | -12.0% | -7.0% | -4.9% | -9.2% |
| 6M | -19.9% | -10.8% | -9.1% | -15.8% |
| YTD | -30.6% | -7.4% | -23.2% | -29.5% |
| 1Y | -17.7% | -9.5% | -8.3% | -15.7% |
| 3Y | -14.2% | +20.5% | -34.7% | -28.3% |
| 5Y | +9.6% | +51.6% | -41.9% | -22.9% |
| 10Y | +5.7% | +150.0% | -144.4% | -54.1% |
| All | +52.3% | +539.7% | -487.4% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling