-17.7%
LVS vs VYM
+21.4%
-39.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -3.2% | -0.5% | -2.7% | -2.9% |
| 3M | -12.0% | +3.0% | -15.0% | -13.6% |
| 6M | -19.9% | +8.2% | -28.1% | -24.8% |
| YTD | -30.6% | +15.8% | -46.5% | -37.2% |
| 1Y | -17.7% | +20.8% | -38.6% | -26.9% |
| All | -17.7% | +21.4% | -39.2% | -26.9% |
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