+494.2%
ADSK vs LVS
+65.2%
+428.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.3% |
| 7D | -14.5% | -2.7% | -11.8% | -14.0% |
| 30D | -19.3% | -4.7% | -14.6% | -18.5% |
| 3M | -7.8% | -15.6% | +7.8% | -4.3% |
| 6M | -20.8% | -18.6% | -2.1% | -17.1% |
| YTD | -30.2% | -32.3% | +2.1% | -24.1% |
| 1Y | -36.5% | -18.0% | -18.4% | -34.2% |
| 3Y | -5.7% | -5.8% | +0.1% | -7.1% |
| 5Y | -28.2% | +5.7% | -33.9% | -33.0% |
| 10Y | +209.1% | 0.0% | +209.1% | +184.8% |
| All | +494.2% | +65.2% | +428.9% | +306.3% |
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