+67.1%
V vs LVS
+4.5%
+62.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +1.9% | -3.9% | +5.8% | +2.6% |
| 3M | +15.5% | -12.9% | +28.4% | +18.4% |
| 6M | +16.6% | -16.9% | +33.6% | +20.3% |
| YTD | +5.7% | -31.2% | +37.0% | +12.7% |
| 1Y | +8.6% | -16.4% | +25.0% | +10.7% |
| 3Y | +52.5% | -4.4% | +56.9% | +47.5% |
| 5Y | +67.1% | +6.7% | +60.5% | +50.4% |
| All | +67.1% | +4.5% | +62.6% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling