+718.2%
ABT vs LVS
+67.7%
+650.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -2.1% | -3.9% | +1.8% | -1.8% |
| 3M | +17.4% | -12.9% | +30.3% | +18.6% |
| 6M | -2.4% | -16.9% | +14.6% | -1.1% |
| YTD | -14.2% | -31.2% | +17.0% | -12.0% |
| 1Y | -18.3% | -16.4% | -1.9% | -17.6% |
| 3Y | +11.5% | -4.4% | +15.9% | +10.6% |
| 5Y | -9.9% | +6.7% | -16.6% | -12.6% |
| 10Y | +204.4% | +1.4% | +202.9% | +191.8% |
| All | +718.2% | +67.7% | +650.5% | +637.9% |
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