+213.7%
VT vs LVS
-13.2%
+226.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.3% | +11.1% | -13.4% | -4.8% |
| 30D | -5.0% | +14.7% | -19.6% | -8.2% |
| 3M | -4.9% | -10.9% | +6.1% | -2.4% |
| 6M | -1.5% | -22.3% | +20.8% | +4.2% |
| YTD | +8.5% | -35.8% | +44.3% | +19.6% |
| 1Y | +11.4% | -33.5% | +44.8% | +21.6% |
| 3Y | +70.1% | -11.7% | +81.8% | +67.7% |
| 5Y | +53.7% | +2.6% | +51.1% | +39.3% |
| All | +213.7% | -13.2% | +226.9% | +181.7% |
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 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