-11.6%
LVS vs VT
+215.5%
-227.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +11.1% | -2.3% | +13.4% | +14.1% |
| 30D | +14.7% | -5.0% | +19.6% | +21.8% |
| 3M | -10.9% | -4.9% | -6.1% | -5.6% |
| 6M | -22.3% | -1.5% | -20.8% | -21.9% |
| YTD | -35.8% | +8.5% | -44.3% | -43.1% |
| 1Y | -33.5% | +11.4% | -44.8% | -43.0% |
| 3Y | -11.7% | +70.1% | -81.8% | -56.3% |
| 5Y | +2.6% | +53.7% | -51.1% | -40.7% |
| All | -11.6% | +215.5% | -227.1% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling