-11.3%
ABT vs LVS
+8.6%
-19.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -5.9% | -3.5% | -2.4% | -5.5% |
| 30D | -8.1% | -6.2% | -1.8% | -7.5% |
| 3M | +14.5% | -14.8% | +29.4% | +16.4% |
| 6M | -6.3% | -20.9% | +14.6% | -4.2% |
| YTD | -17.1% | -33.0% | +15.9% | -14.1% |
| 1Y | -21.4% | -20.0% | -1.3% | -20.1% |
| 3Y | +5.9% | -6.9% | +12.9% | +4.6% |
| All | -11.3% | +8.6% | -19.9% | -16.8% |
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