+59.9%
VT vs LVS
+8.3%
+51.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| 3M | -2.3% | -11.3% | +9.0% | -0.1% |
| 6M | +1.5% | -21.6% | +23.1% | +6.3% |
| YTD | +12.0% | -36.6% | +48.6% | +21.9% |
| 1Y | +12.9% | -38.4% | +51.3% | +23.5% |
| 3Y | +74.9% | -10.2% | +85.1% | +71.1% |
| 5Y | +59.9% | +9.4% | +50.5% | +45.5% |
| All | +59.9% | +8.3% | +51.6% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling