+172.5%
VEA vs LVS
-16.4%
+188.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.9% | +0.3% | +1.5% | +1.8% |
| 30D | +0.8% | -3.9% | +4.7% | +1.4% |
| 3M | +5.7% | -12.9% | +18.5% | +8.1% |
| 6M | +13.3% | -16.9% | +30.2% | +16.7% |
| YTD | +18.4% | -31.2% | +49.6% | +25.6% |
| 1Y | +27.0% | -16.4% | +43.4% | +29.6% |
| 3Y | +79.3% | -4.4% | +83.7% | +76.0% |
| 5Y | +62.1% | +6.7% | +55.5% | +51.2% |
| 10Y | +160.3% | +1.4% | +158.8% | +136.8% |
| All | +172.5% | -16.4% | +188.9% | +109.0% |
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