+39.7%
LVS vs VO
+697.3%
-657.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.8% | +3.1% | -3.9% | -5.3% |
| 30D | +10.0% | +2.2% | +7.8% | +6.3% |
| 3M | -11.0% | -2.5% | -8.5% | -8.2% |
| 6M | -20.1% | +7.0% | -27.1% | -28.4% |
| YTD | -36.3% | +14.0% | -50.3% | -48.0% |
| 1Y | -36.8% | +15.6% | -52.5% | -49.6% |
| 3Y | -9.5% | +66.2% | -75.7% | -57.5% |
| 5Y | +9.3% | +36.6% | -27.3% | -32.0% |
| 10Y | -11.0% | +199.0% | -209.9% | -84.1% |
| All | +39.7% | +697.3% | -657.6% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling