+113.0%
VWO vs LVS
0.0%
+113.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -1.8% | -3.5% | +1.7% | -0.9% |
| 30D | -0.1% | -6.2% | +6.1% | +1.5% |
| 3M | +2.2% | -14.8% | +17.1% | +6.4% |
| 6M | +8.8% | -20.9% | +29.6% | +15.1% |
| YTD | +12.4% | -33.0% | +45.4% | +23.8% |
| 1Y | +15.6% | -20.0% | +35.6% | +20.5% |
| 3Y | +62.5% | -6.9% | +69.5% | +58.2% |
| 5Y | +34.3% | +9.1% | +25.2% | +18.6% |
| All | +113.0% | 0.0% | +113.0% | +85.6% |
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