-2.9%
ADSK vs LVS
-7.9%
+5.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -2.5% | -3.5% | +0.9% | -1.6% |
| 30D | -14.9% | -6.2% | -8.6% | -13.6% |
| 3M | +3.3% | -14.8% | +18.2% | +7.4% |
| 6M | -15.7% | -20.9% | +5.2% | -10.7% |
| YTD | -28.2% | -33.0% | +4.8% | -21.3% |
| 1Y | -34.5% | -20.0% | -14.5% | -31.3% |
| 3Y | -2.9% | -6.9% | +4.0% | -7.0% |
| All | -2.9% | -7.9% | +5.0% | -7.0% |
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