-5.8%
LVS vs VSH
+35.1%
-40.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.7% | +3.5% | -6.2% | -3.3% |
| 30D | -4.7% | -4.4% | -0.3% | -4.2% |
| 3M | -15.6% | -45.8% | +30.2% | -7.5% |
| 6M | -18.6% | +90.1% | -108.8% | -35.9% |
| YTD | -32.3% | +120.3% | -152.6% | -49.4% |
| 1Y | -18.0% | +112.2% | -130.3% | -38.7% |
| All | -5.8% | +35.1% | -40.9% | -24.2% |
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