+29.7%
LVS vs VTEB
+25.1%
+4.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.1% |
| 7D | -4.3% | -1.2% | -3.1% | -3.3% |
| 30D | -6.8% | -2.9% | -4.0% | -4.6% |
| 3M | -15.6% | -3.2% | -12.5% | -13.4% |
| 6M | -20.6% | -2.6% | -18.0% | -18.8% |
| YTD | -33.4% | -1.8% | -31.6% | -32.4% |
| 1Y | -20.1% | +0.2% | -20.4% | -20.3% |
| 3Y | -7.4% | +8.2% | -15.6% | -13.0% |
| 5Y | +8.5% | +0.8% | +7.7% | +7.2% |
| 10Y | -1.7% | +17.7% | -19.3% | -0.5% |
| All | +29.7% | +25.1% | +4.6% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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