+80.6%
VTV vs LVS
+8.6%
+72.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.1% | -3.5% | +2.4% | -0.6% |
| 30D | -1.0% | -6.2% | +5.2% | -0.1% |
| 3M | +4.6% | -14.8% | +19.5% | +7.0% |
| 6M | +13.5% | -20.9% | +34.4% | +17.0% |
| YTD | +18.5% | -33.0% | +51.5% | +24.9% |
| 1Y | +22.9% | -20.0% | +42.9% | +25.7% |
| 3Y | +67.8% | -6.9% | +74.8% | +64.3% |
| All | +80.6% | +8.6% | +72.0% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling