+76.0%
VUG vs LVS
+5.2%
+70.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.7% |
| 30D | -1.7% | -4.7% | +3.0% | -0.6% |
| 3M | +2.8% | -15.6% | +18.4% | +6.8% |
| 6M | +13.6% | -18.6% | +32.2% | +18.8% |
| YTD | +8.1% | -32.3% | +40.3% | +17.7% |
| 1Y | +13.1% | -18.0% | +31.1% | +16.7% |
| 3Y | +87.0% | -5.8% | +92.8% | +80.4% |
| 5Y | +76.0% | +5.7% | +70.2% | +54.7% |
| All | +76.0% | +5.2% | +70.8% | +54.7% |
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