+379.7%
VRT vs LVS
-9.1%
+388.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.3% | -4.3% |
| 7D | +10.5% | -0.8% | +11.3% | +10.6% |
| 30D | -9.3% | +10.0% | -19.3% | -12.2% |
| 3M | -29.6% | -11.0% | -18.6% | -27.5% |
| 6M | -45.4% | -20.1% | -25.2% | -42.1% |
| YTD | +24.8% | -36.3% | +61.2% | +41.8% |
| 1Y | +23.6% | -36.8% | +60.5% | +40.9% |
| 3Y | +379.7% | -9.5% | +389.2% | +313.5% |
| All | +379.7% | -9.1% | +388.7% | +313.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling