+31.3%
LVS vs VT
+345.0%
-313.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +6.6% |
| 7D | +11.4% | -4.2% | +15.6% | +18.5% |
| 30D | +13.6% | -5.8% | +19.4% | +24.0% |
| 3M | -10.0% | -5.2% | -4.8% | -2.8% |
| 6M | -20.6% | +0.1% | -20.7% | -22.2% |
| YTD | -35.5% | +8.2% | -43.7% | -44.2% |
| 1Y | -32.9% | +10.1% | -43.0% | -43.6% |
| 3Y | -10.3% | +69.7% | -80.0% | -61.9% |
| 5Y | +3.1% | +53.4% | -50.3% | -47.8% |
| 10Y | -11.4% | +219.2% | -230.7% | -86.5% |
| All | +31.3% | +345.0% | -313.6% | -80.9% |
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 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