+39.7%
LVS vs VMC
+579.9%
-540.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +3.0% |
| 7D | -0.8% | -1.3% | +0.4% | -0.1% |
| 30D | +10.0% | +15.5% | -5.5% | +0.7% |
| 3M | -11.0% | +0.6% | -11.6% | -11.7% |
| 6M | -20.1% | +2.1% | -22.2% | -22.5% |
| YTD | -36.3% | -1.6% | -34.8% | -37.8% |
| 1Y | -36.8% | -1.2% | -35.7% | -38.5% |
| 3Y | -9.5% | +35.3% | -44.9% | -29.6% |
| 5Y | +9.3% | +43.6% | -34.3% | -19.9% |
| 10Y | -11.0% | +126.7% | -137.7% | -57.9% |
| All | +39.7% | +579.9% | -540.1% | -70.6% |
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