+39.7%
LVS vs VSAT
+223.9%
-184.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.9% | +7.6% | +4.0% |
| 7D | -0.8% | +5.9% | -6.7% | -2.9% |
| 30D | +10.0% | +9.7% | +0.3% | +5.2% |
| 3M | -11.0% | -18.3% | +7.3% | -8.7% |
| 6M | -20.1% | -4.1% | -16.1% | -25.0% |
| YTD | -36.3% | +96.5% | -132.9% | -53.4% |
| 1Y | -36.8% | +89.3% | -126.1% | -53.8% |
| 3Y | -9.5% | +270.1% | -279.6% | -59.7% |
| 5Y | +9.3% | +26.4% | -17.1% | -35.7% |
| 10Y | -11.0% | -16.5% | +5.6% | -44.5% |
| All | +39.7% | +223.9% | -184.1% | -67.3% |
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