+811.8%
AXP vs LVS
+69.2%
+742.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.1% | -1.5% | -0.6% | -1.7% |
| 30D | -6.5% | -3.2% | -3.3% | -5.8% |
| 3M | +4.6% | -12.0% | +16.6% | +8.0% |
| 6M | +5.4% | -19.9% | +25.3% | +11.4% |
| YTD | -11.1% | -30.6% | +19.5% | -2.9% |
| 1Y | -0.3% | -17.7% | +17.4% | +3.4% |
| 3Y | +111.6% | -14.2% | +125.8% | +112.7% |
| 5Y | +117.6% | +9.6% | +107.9% | +96.6% |
| 10Y | +474.1% | +5.7% | +468.5% | +416.0% |
| All | +811.8% | +69.2% | +742.6% | +486.9% |
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