-16.6%
ADSK vs LVS
-20.9%
+4.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.2% |
| 7D | -10.9% | -4.3% | -6.6% | -9.1% |
| 30D | -15.9% | -6.8% | -9.1% | -13.5% |
| 3M | -4.4% | -15.6% | +11.3% | +3.4% |
| 6M | -16.6% | -20.6% | +4.0% | -7.0% |
| All | -16.6% | -20.9% | +4.3% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling