-9.5%
LVS vs VSH
+31.2%
-40.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +3.2% |
| 7D | -0.8% | +14.3% | -15.2% | -2.7% |
| 30D | +10.0% | -7.9% | +17.9% | +10.4% |
| 3M | -11.0% | -19.9% | +8.8% | -9.4% |
| 6M | -20.1% | -30.5% | +10.4% | -20.3% |
| YTD | -36.3% | +85.7% | -122.0% | -51.9% |
| 1Y | -36.8% | +98.9% | -135.8% | -53.4% |
| 3Y | -9.5% | +32.1% | -41.6% | -31.1% |
| All | -9.5% | +31.2% | -40.8% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling