-3.3%
LVS vs VYM
+209.2%
-212.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | -0.2% |
| 7D | -3.5% | -0.8% | -2.7% | -2.6% |
| 30D | -6.2% | -2.2% | -4.0% | -3.7% |
| 3M | -14.8% | +3.1% | -17.9% | -17.9% |
| 6M | -20.9% | +9.7% | -30.6% | -29.3% |
| YTD | -33.0% | +14.9% | -47.9% | -43.4% |
| 1Y | -20.0% | +17.6% | -37.6% | -34.3% |
| 3Y | -6.9% | +65.3% | -72.2% | -48.6% |
| 5Y | +9.1% | +78.7% | -69.6% | -44.4% |
| All | -3.3% | +209.2% | -212.5% | -68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling