+373.4%
VST vs LVS
-12.9%
+386.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +8.9% | -1.5% | +10.4% | +9.4% |
| 30D | +6.2% | -3.2% | +9.4% | +7.1% |
| 3M | -2.7% | -12.0% | +9.3% | +0.6% |
| 6M | -8.4% | -19.9% | +11.5% | -2.8% |
| YTD | -7.2% | -30.6% | +23.4% | +2.8% |
| 1Y | -20.9% | -17.7% | -3.2% | -17.8% |
| All | +373.4% | -12.9% | +386.4% | +301.0% |
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