-3.8%
LVS vs VSH
+179.3%
-183.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.3% |
| 7D | -4.3% | +3.1% | -7.4% | -5.4% |
| 30D | -6.8% | -5.7% | -1.1% | -5.3% |
| 3M | -15.6% | -42.5% | +26.8% | -1.3% |
| 6M | -20.6% | +82.7% | -103.3% | -45.8% |
| YTD | -33.4% | +118.2% | -151.6% | -58.8% |
| 1Y | -20.1% | +109.7% | -129.8% | -50.6% |
| 3Y | -7.4% | +35.3% | -42.7% | -34.2% |
| 5Y | +8.5% | +65.6% | -57.1% | -32.3% |
| All | -3.8% | +179.3% | -183.1% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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