+41.3%
LVS vs VT
+374.2%
-332.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.5% | +0.4% | -1.9% | -2.2% |
| 30D | -3.2% | +1.0% | -4.2% | -4.7% |
| 3M | -12.0% | +2.4% | -14.4% | -16.0% |
| 6M | -19.9% | +12.0% | -31.9% | -33.8% |
| YTD | -30.6% | +15.3% | -46.0% | -45.3% |
| 1Y | -17.7% | +22.6% | -40.3% | -41.2% |
| 3Y | -14.2% | +74.7% | -88.9% | -64.9% |
| 5Y | +9.6% | +66.1% | -56.5% | -50.7% |
| 10Y | +5.7% | +225.0% | -219.3% | -84.3% |
| All | +41.3% | +374.2% | -332.9% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling