-50.2%
VG vs LVS
-3.5%
-46.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.5% |
| 7D | -8.3% | +5.2% | -13.5% | -9.1% |
| 30D | -10.3% | +12.0% | -22.3% | -12.3% |
| 3M | -10.8% | -11.5% | +0.7% | -8.6% |
| 6M | +3.5% | -23.2% | +26.7% | +9.7% |
| YTD | +74.0% | -36.7% | +110.6% | +96.4% |
| 1Y | +48.9% | -36.8% | +85.7% | +67.3% |
| All | -50.2% | -3.5% | -46.8% | -58.3% |
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 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