-24.5%
ADSK vs LVS
+8.6%
-33.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -2.5% | -3.5% | +0.9% | -1.5% |
| 30D | -14.9% | -6.2% | -8.6% | -13.3% |
| 3M | +3.3% | -14.8% | +18.2% | +8.3% |
| 6M | -15.7% | -20.9% | +5.2% | -9.7% |
| YTD | -28.2% | -33.0% | +4.8% | -19.6% |
| 1Y | -34.5% | -20.0% | -14.5% | -30.9% |
| 3Y | -2.9% | -6.9% | +4.0% | -5.8% |
| All | -24.5% | +8.6% | -33.1% | -34.9% |
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 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