-20.0%
LVS vs VSH
+119.5%
-139.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | +0.5% |
| 7D | -3.5% | +4.8% | -8.2% | -3.5% |
| 30D | -6.2% | -0.7% | -5.5% | -6.2% |
| 3M | -14.8% | -43.1% | +28.2% | -13.7% |
| 6M | -20.9% | +91.8% | -112.6% | -27.5% |
| YTD | -33.0% | +131.6% | -164.7% | -39.6% |
| 1Y | -20.0% | +118.1% | -138.1% | -26.0% |
| All | -20.0% | +119.5% | -139.5% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling