+349.1%
VT vs LVS
+24.6%
+324.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.3% | +11.1% | -13.4% | -4.2% |
| 30D | -5.0% | +14.7% | -19.6% | -7.4% |
| 3M | -4.9% | -10.9% | +6.1% | -3.0% |
| 6M | -1.5% | -22.3% | +20.8% | +2.8% |
| YTD | +8.5% | -35.8% | +44.3% | +16.7% |
| 1Y | +11.4% | -33.5% | +44.8% | +19.0% |
| 3Y | +70.1% | -11.7% | +81.8% | +69.3% |
| 5Y | +53.7% | +2.6% | +51.1% | +44.5% |
| 10Y | +220.0% | -11.9% | +231.8% | +197.8% |
| All | +349.1% | +24.6% | +324.4% | +231.6% |
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