-44.6%
VG vs LVS
-3.0%
-41.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.3% |
| 7D | +14.0% | -0.8% | +14.8% | +14.1% |
| 30D | -1.0% | +10.0% | -11.0% | -2.8% |
| 3M | -2.7% | -11.0% | +8.3% | -0.4% |
| 6M | +1.5% | -20.1% | +21.6% | +6.6% |
| YTD | +93.7% | -36.3% | +130.1% | +118.5% |
| 1Y | +68.5% | -36.8% | +105.4% | +89.9% |
| All | -44.6% | -3.0% | -41.6% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling