+52.3%
LVS vs VO
+698.7%
-646.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.1% |
| 30D | -3.2% | -0.3% | -2.9% | -2.8% |
| 3M | -12.0% | +2.9% | -14.9% | -16.0% |
| 6M | -19.9% | +9.3% | -29.2% | -30.1% |
| YTD | -30.6% | +14.2% | -44.8% | -43.3% |
| 1Y | -17.7% | +15.3% | -33.0% | -33.7% |
| 3Y | -14.2% | +56.2% | -70.5% | -55.8% |
| 5Y | +9.6% | +42.4% | -32.8% | -35.7% |
| 10Y | +5.7% | +194.7% | -189.1% | -80.6% |
| All | +52.3% | +698.7% | -646.4% | -93.0% |
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