+219.8%
VT vs LVS
-12.6%
+232.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.9% |
| 7D | +0.4% | +5.2% | -4.8% | -0.9% |
| 30D | -2.6% | +12.0% | -14.6% | -5.4% |
| 3M | -3.2% | -11.5% | +8.3% | -0.6% |
| 6M | +0.9% | -23.2% | +24.2% | +7.1% |
| YTD | +11.3% | -36.7% | +48.0% | +23.1% |
| 1Y | +14.0% | -36.8% | +50.8% | +26.1% |
| 3Y | +75.8% | -10.5% | +86.4% | +72.7% |
| 5Y | +57.8% | +5.1% | +52.7% | +41.9% |
| 10Y | +219.8% | -14.0% | +233.8% | +191.3% |
| All | +219.8% | -12.6% | +232.4% | +191.3% |
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