+50.0%
VG vs LVS
-33.5%
+83.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | -0.1% |
| 7D | -22.0% | +11.1% | -33.1% | -18.2% |
| 30D | -11.6% | +14.7% | -26.3% | -6.3% |
| 3M | -14.9% | -10.9% | -3.9% | -16.6% |
| 6M | -3.5% | -22.3% | +18.8% | -9.1% |
| YTD | +70.0% | -35.8% | +105.8% | +58.5% |
| 1Y | +50.0% | -33.5% | +83.4% | +40.4% |
| All | +50.0% | -33.5% | +83.5% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling