+1,083.1%
VST vs LVS
-12.7%
+1,095.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.7% | +7.6% |
| 7D | -0.5% | +5.2% | -5.7% | -2.1% |
| 30D | -17.1% | +12.0% | -29.1% | -19.7% |
| 3M | -4.6% | -11.5% | +6.9% | -2.1% |
| 6M | -9.1% | -23.2% | +14.2% | -3.7% |
| YTD | -16.6% | -36.7% | +20.1% | -7.7% |
| 1Y | -29.5% | -36.8% | +7.3% | -21.9% |
| 3Y | +297.5% | -10.5% | +308.1% | +291.1% |
| 5Y | +654.5% | +5.1% | +649.5% | +573.6% |
| 10Y | +1,205.2% | -14.0% | +1,219.2% | +1,034.6% |
| All | +1,083.1% | -12.7% | +1,095.8% | +920.2% |
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 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