-32.0%
VST vs LVS
-33.5%
+1.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.0% | +10.5% |
| 7D | -9.8% | +11.1% | -20.9% | -9.8% |
| 30D | -25.1% | +14.7% | -39.8% | -25.3% |
| 3M | -11.6% | -10.9% | -0.6% | -10.4% |
| 6M | -20.9% | -22.3% | +1.4% | -18.5% |
| YTD | -22.3% | -35.8% | +13.5% | -17.3% |
| 1Y | -32.0% | -33.5% | +1.4% | -27.7% |
| All | -32.0% | -33.5% | +1.5% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling