+20.7%
ABT vs LVS
-9.1%
+29.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.9% |
| 7D | -1.3% | -0.8% | -0.4% | -1.2% |
| 30D | +6.0% | +10.0% | -4.0% | +4.9% |
| 3M | -1.9% | -11.0% | +9.2% | -0.9% |
| 6M | +31.2% | -20.1% | +51.3% | +33.4% |
| YTD | -11.2% | -36.3% | +25.1% | -8.4% |
| 1Y | -14.0% | -36.8% | +22.9% | -11.2% |
| 3Y | +20.7% | -9.5% | +30.2% | +19.1% |
| All | +20.7% | -9.1% | +29.7% | +19.1% |
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