+84.9%
VUG vs LVS
-6.8%
+91.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +0.1% | -2.7% | +2.8% | +0.7% |
| 30D | -1.7% | -4.7% | +3.0% | -0.8% |
| 3M | +2.8% | -15.6% | +18.4% | +6.3% |
| 6M | +13.6% | -18.6% | +32.2% | +18.2% |
| YTD | +8.1% | -32.3% | +40.3% | +16.5% |
| 1Y | +13.1% | -18.0% | +31.1% | +16.3% |
| All | +84.9% | -6.8% | +91.7% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling