+464.9%
AXP vs LVS
+1.0%
+463.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -4.3% | -3.9% | -0.4% | -2.9% |
| 3M | +4.7% | -12.9% | +17.6% | +10.1% |
| 6M | +9.0% | -16.9% | +25.9% | +16.4% |
| YTD | -11.1% | -31.2% | +20.1% | +1.4% |
| 1Y | +1.3% | -16.4% | +17.7% | +5.8% |
| 3Y | +114.5% | -4.4% | +118.9% | +104.1% |
| 5Y | +118.0% | +6.7% | +111.4% | +82.3% |
| 10Y | +464.9% | +1.4% | +463.5% | +384.3% |
| All | +464.9% | +1.0% | +463.9% | +384.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling