+2,545.5%
VRT vs LVS
-24.9%
+2,570.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -9.1% |
| 7D | +2.4% | -2.7% | +5.1% | +3.4% |
| 30D | -2.7% | -4.7% | +2.0% | -1.2% |
| 3M | -9.2% | -15.6% | +6.4% | -4.3% |
| 6M | -0.5% | -18.6% | +18.1% | +5.9% |
| YTD | +62.3% | -32.3% | +94.6% | +83.7% |
| 1Y | +109.6% | -18.0% | +127.6% | +119.6% |
| 3Y | +573.1% | -5.8% | +578.9% | +546.7% |
| 5Y | +953.6% | +5.7% | +947.9% | +819.1% |
| All | +2,545.5% | -24.9% | +2,570.4% | +2,129.2% |
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