-10.9%
LVS vs VT
+217.6%
-228.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.2% |
| 7D | +6.7% | -0.1% | +6.8% | +6.5% |
| 30D | +13.8% | -3.1% | +16.8% | +17.8% |
| 3M | -9.5% | -3.5% | -6.0% | -5.8% |
| 6M | -22.0% | +0.5% | -22.5% | -23.6% |
| YTD | -35.7% | +10.8% | -46.4% | -44.5% |
| 1Y | -36.7% | +11.9% | -48.6% | -46.1% |
| 3Y | -8.8% | +73.0% | -81.8% | -55.8% |
| 5Y | +9.5% | +58.6% | -49.1% | -39.2% |
| 10Y | -10.9% | +219.2% | -230.1% | -77.9% |
| All | -10.9% | +217.6% | -228.6% | -77.9% |
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