-42.9%
VRT vs LVS
-23.3%
-19.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.8% | +0.1% |
| 7D | +18.6% | -3.9% | +22.5% | +16.0% |
| 30D | -11.7% | +7.1% | -18.7% | -8.8% |
| 3M | -27.3% | -13.2% | -14.1% | -32.4% |
| 6M | -42.9% | -22.8% | -20.1% | -47.7% |
| All | -42.9% | -23.3% | -19.6% | -47.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling