+476.5%
V vs LVS
-12.8%
+489.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.0% | +0.4% |
| 7D | -0.4% | -3.9% | +3.5% | +0.7% |
| 30D | +6.3% | +7.1% | -0.7% | +4.3% |
| 3M | +17.2% | -13.2% | +30.4% | +21.5% |
| 6M | +29.2% | -22.8% | +52.1% | +38.0% |
| YTD | +20.8% | -38.0% | +58.8% | +35.8% |
| 1Y | +25.0% | -39.5% | +64.5% | +41.4% |
| 3Y | +75.3% | -12.2% | +87.5% | +71.9% |
| 5Y | +105.8% | +6.4% | +99.4% | +79.1% |
| All | +476.5% | -12.8% | +489.4% | +415.7% |
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