+1,121.2%
VST vs LVS
-10.8%
+1,131.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.4% |
| 7D | -6.0% | +6.7% | -12.7% | -7.8% |
| 30D | -18.8% | +13.8% | -32.5% | -21.6% |
| 3M | -8.0% | -9.5% | +1.4% | -6.2% |
| 6M | -10.9% | -22.0% | +11.1% | -6.0% |
| YTD | -18.3% | -35.7% | +17.3% | -10.0% |
| 1Y | -29.9% | -36.7% | +6.8% | -22.5% |
| 3Y | +290.3% | -8.8% | +299.1% | +282.2% |
| 5Y | +635.3% | +9.5% | +625.8% | +549.5% |
| All | +1,121.2% | -10.8% | +1,131.9% | +981.8% |
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