+1,216.9%
VST vs LVS
-4.4%
+1,221.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +8.9% | -1.5% | +10.4% | +9.3% |
| 30D | +6.2% | -3.2% | +9.4% | +7.0% |
| 3M | -2.7% | -12.0% | +9.3% | +0.2% |
| 6M | -8.4% | -19.9% | +11.5% | -3.6% |
| YTD | -7.2% | -30.6% | +23.4% | +0.9% |
| 1Y | -20.9% | -17.7% | -3.2% | -18.2% |
| 3Y | +384.0% | -14.2% | +398.2% | +381.6% |
| 5Y | +757.1% | +9.6% | +747.4% | +658.8% |
| All | +1,216.9% | -4.4% | +1,221.3% | +1,014.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling