+75.0%
VT vs LVS
-9.4%
+84.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.4% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -1.7% | +12.2% | -13.9% | -3.8% |
| 3M | -2.3% | -11.3% | +9.0% | -0.4% |
| 6M | +1.5% | -21.6% | +23.1% | +5.8% |
| YTD | +12.0% | -36.6% | +48.6% | +20.9% |
| 1Y | +12.9% | -38.4% | +51.3% | +22.4% |
| All | +75.0% | -9.4% | +84.4% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling