+448.7%
AXP vs LVS
-13.2%
+461.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.0% |
| 7D | +0.6% | +11.1% | -10.5% | -3.5% |
| 30D | +5.8% | +14.7% | -8.8% | +0.2% |
| 3M | -6.0% | -10.9% | +4.9% | -1.9% |
| 6M | +0.3% | -22.3% | +22.6% | +10.0% |
| YTD | -12.3% | -35.8% | +23.6% | +2.7% |
| 1Y | -11.2% | -33.5% | +22.2% | +2.3% |
| 3Y | +117.0% | -11.7% | +128.7% | +112.9% |
| 5Y | +93.2% | +2.6% | +90.5% | +64.5% |
| All | +448.7% | -13.2% | +461.9% | +389.2% |
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