-31.8%
LVS vs VYM
+21.8%
-53.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +5.6% |
| 7D | +13.4% | +1.2% | +12.2% | +12.5% |
| 30D | +12.2% | +5.2% | +7.0% | +8.5% |
| 3M | -10.7% | +0.5% | -11.3% | -11.2% |
| 6M | -19.8% | +7.7% | -27.5% | -24.1% |
| YTD | -35.8% | +17.2% | -53.0% | -42.8% |
| 1Y | -31.8% | +21.7% | -53.5% | -41.2% |
| All | -31.8% | +21.8% | -53.6% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling