+48.7%
LVS vs VNQ
+324.7%
-276.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -0.6% |
| 7D | -2.7% | -0.9% | -1.8% | -2.0% |
| 30D | -4.7% | -2.2% | -2.5% | -2.8% |
| 3M | -15.6% | -1.9% | -13.6% | -14.3% |
| 6M | -18.6% | +3.2% | -21.9% | -21.3% |
| YTD | -32.3% | +9.4% | -41.7% | -37.8% |
| 1Y | -18.0% | +7.5% | -25.5% | -23.8% |
| 3Y | -5.8% | +31.1% | -36.9% | -27.1% |
| 5Y | +5.7% | +6.6% | -0.8% | -3.4% |
| 10Y | 0.0% | +63.9% | -63.9% | -39.6% |
| All | +48.7% | +324.7% | -276.0% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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