+375.2%
V vs LVS
+1.2%
+374.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.1% |
| 7D | -2.9% | -2.7% | -0.2% | -2.2% |
| 30D | +1.9% | -4.7% | +6.6% | +3.1% |
| 3M | +13.2% | -15.6% | +28.8% | +18.3% |
| 6M | +16.7% | -18.6% | +35.4% | +22.7% |
| YTD | +5.4% | -32.3% | +37.6% | +15.9% |
| 1Y | +7.7% | -18.0% | +25.7% | +11.3% |
| 3Y | +52.0% | -5.8% | +57.8% | +46.3% |
| 5Y | +67.7% | +5.7% | +62.0% | +46.5% |
| All | +375.2% | +1.2% | +374.0% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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