+800.0%
VGT vs LVS
0.0%
+799.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -0.2% | -3.5% | +3.3% | +0.9% |
| 30D | -0.4% | -6.2% | +5.8% | +1.3% |
| 3M | +4.4% | -14.8% | +19.3% | +9.0% |
| 6M | +32.1% | -20.9% | +52.9% | +40.6% |
| YTD | +28.8% | -33.0% | +61.8% | +43.3% |
| 1Y | +35.3% | -20.0% | +55.4% | +41.8% |
| 3Y | +124.8% | -6.9% | +131.7% | +118.1% |
| 5Y | +137.9% | +9.1% | +128.8% | +108.3% |
| All | +800.0% | 0.0% | +799.9% | +680.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling