-3.8%
LVS vs VO
+197.9%
-201.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -0.7% |
| 7D | -4.3% | -2.5% | -1.8% | -1.6% |
| 30D | -6.8% | -3.2% | -3.6% | -3.4% |
| 3M | -15.6% | +3.9% | -19.5% | -19.4% |
| 6M | -20.6% | +9.6% | -30.2% | -28.7% |
| YTD | -33.4% | +11.6% | -45.0% | -41.4% |
| 1Y | -20.1% | +12.6% | -32.8% | -30.5% |
| 3Y | -7.4% | +55.4% | -62.8% | -43.6% |
| 5Y | +8.5% | +41.8% | -33.3% | -25.9% |
| All | -3.8% | +197.9% | -201.7% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling