+800.1%
AXP vs LVS
+56.6%
+743.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | +0.6% | +11.1% | -10.5% | -2.2% |
| 30D | +5.8% | +14.7% | -8.8% | +2.0% |
| 3M | -6.0% | -10.9% | +4.9% | -3.2% |
| 6M | +0.3% | -22.3% | +22.6% | +6.8% |
| YTD | -12.3% | -35.8% | +23.6% | -2.3% |
| 1Y | -11.2% | -33.5% | +22.2% | -2.2% |
| 3Y | +117.0% | -11.7% | +128.7% | +116.7% |
| 5Y | +93.2% | +2.6% | +90.5% | +78.4% |
| 10Y | +461.2% | -11.9% | +473.0% | +427.4% |
| All | +800.1% | +56.6% | +743.5% | +490.8% |
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