-24.0%
LVS vs VYM
+487.3%
-511.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.7% |
| 7D | -2.7% | -1.0% | -1.7% | -1.3% |
| 30D | -4.7% | -2.0% | -2.7% | -1.6% |
| 3M | -15.6% | +3.1% | -18.6% | -19.5% |
| 6M | -18.6% | +8.9% | -27.5% | -29.0% |
| YTD | -32.3% | +14.7% | -47.0% | -45.5% |
| 1Y | -18.0% | +19.4% | -37.4% | -38.1% |
| 3Y | -5.8% | +65.4% | -71.2% | -56.9% |
| 5Y | +5.7% | +77.6% | -71.8% | -56.7% |
| 10Y | 0.0% | +207.8% | -207.8% | -83.9% |
| All | -24.0% | +487.3% | -511.2% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling