+1,134.1%
VUG vs LVS
+55.3%
+1,078.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.3% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | -6.3% | +10.0% | -16.3% | -7.8% |
| 3M | -6.0% | -11.0% | +5.0% | -4.5% |
| 6M | -3.5% | -20.1% | +16.6% | -0.4% |
| YTD | +3.9% | -36.3% | +40.3% | +10.9% |
| 1Y | +5.1% | -36.8% | +41.9% | +12.3% |
| 3Y | +77.9% | -9.5% | +87.4% | +76.7% |
| 5Y | +62.4% | +9.3% | +53.1% | +53.5% |
| 10Y | +399.4% | -11.0% | +410.4% | +372.5% |
| All | +1,134.1% | +55.3% | +1,078.8% | +855.0% |
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