-3.3%
LVS vs VSAT
+3.3%
-6.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -3.5% | -1.3% | -2.1% | -3.3% |
| 30D | -6.2% | -14.8% | +8.6% | -4.0% |
| 3M | -14.8% | +2.2% | -17.0% | -16.6% |
| 6M | -20.9% | +60.2% | -81.0% | -29.7% |
| YTD | -33.0% | +115.6% | -148.7% | -44.3% |
| 1Y | -20.0% | +132.9% | -152.9% | -35.3% |
| 3Y | -6.9% | +216.1% | -223.0% | -38.3% |
| 5Y | +9.1% | +52.9% | -43.8% | -19.2% |
| All | -3.3% | +3.3% | -6.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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