+377.4%
VT vs LVS
+34.7%
+342.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.4% | -1.5% | +1.9% | +0.7% |
| 30D | +1.0% | -3.2% | +4.2% | +1.5% |
| 3M | +2.4% | -12.0% | +14.4% | +4.6% |
| 6M | +12.0% | -19.9% | +31.9% | +16.2% |
| YTD | +15.3% | -30.6% | +46.0% | +22.5% |
| 1Y | +22.6% | -17.7% | +40.3% | +25.6% |
| 3Y | +74.7% | -14.2% | +88.9% | +74.8% |
| 5Y | +66.1% | +9.6% | +56.5% | +53.9% |
| 10Y | +225.0% | +5.7% | +219.3% | +193.4% |
| All | +377.4% | +34.7% | +342.8% | +247.9% |
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