+403.0%
AXP vs LVS
-12.8%
+415.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -0.7% |
| 7D | -2.1% | -3.9% | +1.8% | -0.6% |
| 30D | +2.7% | +7.1% | -4.4% | -0.2% |
| 3M | -7.3% | -13.2% | +5.9% | -2.3% |
| 6M | +1.8% | -22.8% | +24.6% | +11.9% |
| YTD | -13.1% | -38.0% | +25.0% | +3.2% |
| 1Y | -13.7% | -39.5% | +25.7% | +3.3% |
| 3Y | +113.1% | -12.2% | +125.3% | +109.3% |
| 5Y | +85.9% | +6.4% | +79.5% | +54.9% |
| All | +403.0% | -12.8% | +415.8% | +350.7% |
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