+219.2%
VT vs LVS
-13.0%
+232.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -0.1% | +6.7% | -6.8% | -1.8% |
| 30D | -3.1% | +13.8% | -16.8% | -6.2% |
| 3M | -3.5% | -9.5% | +6.0% | -1.4% |
| 6M | +0.5% | -22.0% | +22.5% | +6.2% |
| YTD | +10.8% | -35.7% | +46.4% | +22.0% |
| 1Y | +11.9% | -36.7% | +48.6% | +23.7% |
| 3Y | +73.0% | -8.8% | +81.8% | +69.1% |
| 5Y | +58.6% | +9.5% | +49.1% | +41.0% |
| 10Y | +219.2% | -10.9% | +230.1% | +189.5% |
| All | +219.2% | -13.0% | +232.2% | +189.5% |
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