+221.8%
VT vs LVS
-10.5%
+232.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.9% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | -1.5% | +10.0% | -11.5% | -3.9% |
| 3M | -4.1% | -11.0% | +6.9% | -1.6% |
| 6M | +0.6% | -20.1% | +20.7% | +5.7% |
| YTD | +11.0% | -36.3% | +47.4% | +22.6% |
| 1Y | +13.3% | -36.8% | +50.2% | +25.3% |
| 3Y | +73.4% | -9.5% | +82.9% | +69.8% |
| 5Y | +57.4% | +9.3% | +48.1% | +40.0% |
| All | +221.8% | -10.5% | +232.3% | +192.4% |
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