+842.2%
VTI vs LVS
+65.2%
+777.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.3% |
| 7D | -0.4% | -2.7% | +2.4% | +0.1% |
| 30D | -1.6% | -4.7% | +3.1% | -0.9% |
| 3M | +3.6% | -15.6% | +19.1% | +6.3% |
| 6M | +13.0% | -18.6% | +31.7% | +16.5% |
| YTD | +12.7% | -32.3% | +45.0% | +19.3% |
| 1Y | +18.4% | -18.0% | +36.4% | +21.1% |
| 3Y | +76.4% | -5.8% | +82.3% | +74.1% |
| 5Y | +73.7% | +5.7% | +68.0% | +63.7% |
| 10Y | +302.5% | 0.0% | +302.5% | +272.5% |
| All | +842.2% | +65.2% | +777.0% | +607.0% |
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