-44.1%
VG vs LVS
-5.5%
-38.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +7.0% | +5.0% |
| 7D | +15.1% | -3.9% | +19.0% | +15.7% |
| 30D | -4.2% | +7.1% | -11.2% | -5.6% |
| 3M | -3.1% | -13.2% | +10.1% | -0.5% |
| 6M | +0.3% | -22.8% | +23.1% | +6.0% |
| YTD | +95.5% | -38.0% | +133.5% | +121.3% |
| 1Y | +64.4% | -39.5% | +103.9% | +87.6% |
| All | -44.1% | -5.5% | -38.6% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling