-31.9%
ADSK vs LVS
-18.2%
-13.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.3% | -7.9% | -8.2% |
| 7D | -16.4% | -1.5% | -14.9% | -16.1% |
| 30D | -9.2% | -3.2% | -6.0% | -8.6% |
| 3M | -6.7% | -12.0% | +5.2% | -3.8% |
| 6M | -15.5% | -19.9% | +4.4% | -11.0% |
| YTD | -26.4% | -30.6% | +4.3% | -21.2% |
| 1Y | -31.9% | -17.7% | -14.1% | -27.6% |
| All | -31.9% | -18.2% | -13.7% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling