+52.3%
LVS vs VSH
+247.9%
-195.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -2.3% |
| 7D | -1.5% | +4.1% | -5.5% | -3.3% |
| 30D | -3.2% | -4.2% | +0.9% | -2.4% |
| 3M | -12.0% | -50.0% | +38.0% | +12.6% |
| 6M | -19.9% | +80.2% | -100.1% | -47.0% |
| YTD | -30.6% | +121.1% | -151.7% | -59.2% |
| 1Y | -17.7% | +112.0% | -129.7% | -51.7% |
| 3Y | -14.2% | +22.5% | -36.7% | -38.8% |
| 5Y | +9.6% | +64.0% | -54.4% | -34.0% |
| 10Y | +5.7% | +170.4% | -164.7% | -55.0% |
| All | +52.3% | +247.9% | -195.6% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling