-51.4%
VG vs LVS
-2.1%
-49.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -22.0% | +11.1% | -33.1% | -23.4% |
| 30D | -11.6% | +14.7% | -26.3% | -13.9% |
| 3M | -14.9% | -10.9% | -3.9% | -12.8% |
| 6M | -3.5% | -22.3% | +18.8% | +2.2% |
| YTD | +70.0% | -35.8% | +105.8% | +91.6% |
| 1Y | +50.0% | -33.5% | +83.4% | +64.8% |
| All | -51.4% | -2.1% | -49.2% | -59.3% |
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 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