-5.8%
LVS vs VO
+56.0%
-61.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.6% |
| 7D | -2.7% | -0.6% | -2.1% | -2.1% |
| 30D | -4.7% | -1.9% | -2.8% | -2.8% |
| 3M | -15.6% | +3.3% | -18.8% | -18.6% |
| 6M | -18.6% | +9.7% | -28.3% | -26.8% |
| YTD | -32.3% | +12.6% | -44.9% | -40.8% |
| 1Y | -18.0% | +13.6% | -31.7% | -29.1% |
| All | -5.8% | +56.0% | -61.9% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling