+2,010.2%
VRT vs LVS
-31.3%
+2,041.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.8% | +2.3% |
| 7D | +18.6% | -3.9% | +22.5% | +20.1% |
| 30D | -11.7% | +7.1% | -18.7% | -14.4% |
| 3M | -27.3% | -13.2% | -14.1% | -24.3% |
| 6M | -42.9% | -22.8% | -20.1% | -38.4% |
| YTD | +29.5% | -38.0% | +67.5% | +50.1% |
| 1Y | +21.0% | -39.5% | +60.5% | +41.6% |
| 3Y | +403.1% | -12.2% | +415.3% | +392.1% |
| 5Y | +688.8% | +6.4% | +682.4% | +587.4% |
| All | +2,010.2% | -31.3% | +2,041.5% | +1,721.5% |
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