+137.9%
VGT vs LVS
+8.6%
+129.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.2% | -3.5% | +3.3% | +0.7% |
| 30D | -0.4% | -6.2% | +5.8% | +1.1% |
| 3M | +4.4% | -14.8% | +19.3% | +8.6% |
| 6M | +32.1% | -20.9% | +52.9% | +39.7% |
| YTD | +28.8% | -33.0% | +61.8% | +41.8% |
| 1Y | +35.3% | -20.0% | +55.4% | +41.2% |
| 3Y | +124.8% | -6.9% | +131.7% | +117.1% |
| All | +137.9% | +8.6% | +129.3% | +108.4% |
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 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