+40.1%
VG vs LVS
-37.4%
+77.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +1.7% |
| 7D | -8.3% | +5.2% | -13.5% | -5.9% |
| 30D | -10.3% | +12.0% | -22.3% | -5.3% |
| 3M | -10.8% | -11.5% | +0.7% | -13.2% |
| 6M | +3.5% | -23.2% | +26.7% | -3.9% |
| YTD | +74.0% | -36.7% | +110.6% | +54.0% |
| All | +40.1% | -37.4% | +77.5% | +22.4% |
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