-11.3%
LVS vs VT
+224.4%
-235.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -2.8% |
| 7D | -1.3% | -0.7% | -0.6% | -0.8% |
| 30D | +12.2% | -1.7% | +13.9% | +14.2% |
| 3M | -11.3% | -2.3% | -9.0% | -9.1% |
| 6M | -21.6% | +1.5% | -23.1% | -24.2% |
| YTD | -36.6% | +12.0% | -48.6% | -46.1% |
| 1Y | -38.4% | +12.9% | -51.3% | -48.1% |
| 3Y | -10.2% | +74.9% | -85.1% | -57.1% |
| 5Y | +9.4% | +59.9% | -50.5% | -39.9% |
| 10Y | -11.3% | +224.6% | -235.9% | -78.2% |
| All | -11.3% | +224.4% | -235.7% | -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