+50.9%
LVS vs VTR
+672.2%
-621.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.6% |
| 7D | +0.3% | -2.4% | +2.7% | +1.6% |
| 30D | -3.9% | -3.7% | -0.2% | -2.1% |
| 3M | -12.9% | +13.5% | -26.4% | -19.4% |
| 6M | -16.9% | +7.2% | -24.1% | -21.4% |
| YTD | -31.2% | +17.6% | -48.8% | -38.4% |
| 1Y | -16.4% | +35.4% | -51.8% | -31.0% |
| 3Y | -4.4% | +132.8% | -137.3% | -43.6% |
| 5Y | +6.7% | +88.7% | -82.0% | -31.2% |
| 10Y | +1.4% | +87.6% | -86.2% | -46.8% |
| All | +50.9% | +672.2% | -621.2% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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