+409.6%
VUG vs LVS
-0.5%
+410.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.1% |
| 7D | -1.9% | -4.3% | +2.4% | -0.7% |
| 30D | -1.6% | -6.8% | +5.3% | +0.2% |
| 3M | +4.4% | -15.6% | +20.0% | +8.9% |
| 6M | +13.2% | -20.6% | +33.8% | +19.7% |
| YTD | +7.5% | -33.4% | +40.9% | +18.5% |
| 1Y | +12.5% | -20.1% | +32.6% | +17.3% |
| 3Y | +86.0% | -7.4% | +93.4% | +81.0% |
| 5Y | +76.5% | +8.5% | +68.0% | +56.5% |
| All | +409.6% | -0.5% | +410.1% | +345.1% |
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