+52.3%
LVS vs VSAT
+260.2%
-207.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -1.7% |
| 7D | -1.5% | +11.8% | -13.3% | -4.5% |
| 30D | -3.2% | -7.0% | +3.8% | -1.7% |
| 3M | -12.0% | +3.3% | -15.3% | -16.0% |
| 6M | -19.9% | +57.4% | -77.3% | -34.2% |
| YTD | -30.6% | +118.6% | -149.2% | -49.4% |
| 1Y | -17.7% | +150.2% | -168.0% | -43.9% |
| 3Y | -14.2% | +160.7% | -174.9% | -55.1% |
| 5Y | +9.6% | +51.2% | -41.6% | -38.8% |
| 10Y | +5.7% | -0.7% | +6.3% | -37.2% |
| All | +52.3% | +260.2% | -207.9% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling