+1,194.6%
VUG vs LVS
+69.2%
+1,125.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.1% | -1.5% | +1.4% | +0.1% |
| 30D | -0.3% | -3.2% | +2.9% | +0.1% |
| 3M | -0.7% | -12.0% | +11.3% | +1.2% |
| 6M | +14.6% | -19.9% | +34.5% | +18.4% |
| YTD | +9.0% | -30.6% | +39.7% | +14.9% |
| 1Y | +14.9% | -17.7% | +32.6% | +17.4% |
| 3Y | +86.0% | -14.2% | +100.3% | +86.4% |
| 5Y | +76.7% | +9.6% | +67.1% | +66.5% |
| 10Y | +411.3% | +5.7% | +405.6% | +372.3% |
| All | +1,194.6% | +69.2% | +1,125.4% | +889.7% |
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 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