+440.3%
AXP vs LVS
-12.6%
+452.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | -1.1% | +5.2% | -6.3% | -3.1% |
| 30D | +5.2% | +12.0% | -6.8% | +0.6% |
| 3M | -4.6% | -11.5% | +6.9% | -0.2% |
| 6M | +3.2% | -23.2% | +26.5% | +13.7% |
| YTD | -11.3% | -36.7% | +25.3% | +4.3% |
| 1Y | -11.0% | -36.8% | +25.8% | +4.7% |
| 3Y | +120.2% | -10.5% | +130.7% | +114.7% |
| 5Y | +91.7% | +5.1% | +86.6% | +61.2% |
| 10Y | +440.3% | -14.0% | +454.3% | +382.2% |
| All | +440.3% | -12.6% | +452.9% | +382.2% |
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