+1,112.0%
VST vs LVS
-13.2%
+1,125.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.0% | +10.7% |
| 7D | -9.8% | +11.1% | -20.9% | -12.4% |
| 30D | -25.1% | +14.7% | -39.8% | -27.9% |
| 3M | -11.6% | -10.9% | -0.6% | -9.4% |
| 6M | -20.9% | -22.3% | +1.4% | -16.4% |
| YTD | -22.3% | -35.8% | +13.5% | -14.3% |
| 1Y | -32.0% | -33.5% | +1.4% | -25.7% |
| 3Y | +262.4% | -11.7% | +274.1% | +257.8% |
| 5Y | +563.4% | +2.6% | +560.7% | +497.7% |
| All | +1,112.0% | -13.2% | +1,125.3% | +950.2% |
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