+348.0%
VT vs LVS
+25.2%
+322.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -4.2% | +11.4% | -15.6% | -6.1% |
| 30D | -5.8% | +13.6% | -19.4% | -8.1% |
| 3M | -5.2% | -10.0% | +4.8% | -3.6% |
| 6M | +0.1% | -20.6% | +20.7% | +4.1% |
| YTD | +8.2% | -35.5% | +43.7% | +16.4% |
| 1Y | +10.1% | -32.9% | +43.0% | +17.5% |
| 3Y | +69.7% | -10.3% | +80.0% | +68.4% |
| 5Y | +53.4% | +3.1% | +50.3% | +44.1% |
| 10Y | +219.2% | -11.4% | +230.7% | +196.9% |
| All | +348.0% | +25.2% | +322.8% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling