+297.8%
VTI vs LVS
0.0%
+297.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.9% | -3.5% | +2.6% | 0.0% |
| 30D | -1.4% | -6.2% | +4.8% | +0.1% |
| 3M | +3.6% | -14.8% | +18.4% | +7.6% |
| 6M | +13.6% | -20.9% | +34.5% | +19.8% |
| YTD | +12.9% | -33.0% | +46.0% | +23.6% |
| 1Y | +17.2% | -20.0% | +37.2% | +21.9% |
| 3Y | +75.7% | -6.9% | +82.6% | +71.0% |
| 5Y | +75.4% | +9.1% | +66.3% | +55.4% |
| All | +297.8% | 0.0% | +297.7% | +250.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling