+5.0%
LVS vs VO
+36.2%
-31.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.8% | +3.1% | -3.9% | -4.2% |
| 30D | +10.0% | +2.2% | +7.8% | +7.2% |
| 3M | -11.0% | -2.5% | -8.5% | -8.8% |
| 6M | -20.1% | +7.0% | -27.1% | -26.5% |
| YTD | -36.3% | +14.0% | -50.3% | -45.6% |
| 1Y | -36.8% | +15.6% | -52.5% | -47.0% |
| 3Y | -9.5% | +66.2% | -75.7% | -49.8% |
| All | +5.0% | +36.2% | -31.2% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling