+2,328.4%
VGT vs LVS
+67.7%
+2,260.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +1.8% | +0.3% | +1.5% | +1.8% |
| 30D | -0.3% | -3.9% | +3.6% | +0.3% |
| 3M | +3.4% | -12.9% | +16.2% | +5.6% |
| 6M | +35.0% | -16.9% | +51.9% | +38.9% |
| YTD | +28.8% | -31.2% | +60.0% | +36.5% |
| 1Y | +38.0% | -16.4% | +54.4% | +40.9% |
| 3Y | +125.8% | -4.4% | +130.2% | +122.6% |
| 5Y | +134.7% | +6.7% | +128.1% | +121.8% |
| 10Y | +792.6% | +1.4% | +791.1% | +730.1% |
| All | +2,328.4% | +67.7% | +2,260.7% | +1,775.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling