-20.1%
LVS vs VSH
-26.5%
+6.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +2.5% |
| 7D | -0.8% | +14.3% | -15.2% | -0.1% |
| 30D | +10.0% | -7.9% | +17.9% | +10.0% |
| 3M | -11.0% | -19.9% | +8.8% | -11.4% |
| 6M | -20.1% | -30.5% | +10.4% | -21.7% |
| All | -20.1% | -26.5% | +6.3% | -21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling