+2,926.4%
V vs LVS
-3.9%
+2,930.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.7% | -1.5% | -0.2% | -1.5% |
| 30D | +2.0% | -3.2% | +5.2% | +2.5% |
| 3M | +17.4% | -12.0% | +29.3% | +19.9% |
| 6M | +17.5% | -19.9% | +37.4% | +21.8% |
| YTD | +7.6% | -30.6% | +38.2% | +14.0% |
| 1Y | +7.7% | -17.7% | +25.5% | +10.2% |
| 3Y | +54.7% | -14.2% | +68.9% | +54.4% |
| 5Y | +73.0% | +9.6% | +63.4% | +60.5% |
| 10Y | +390.9% | +5.7% | +385.2% | +348.3% |
| All | +2,926.4% | -3.9% | +2,930.4% | +2,608.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling