+15.8%
BABA vs LVS
-12.6%
+28.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.4% | -3.1% |
| 7D | +3.8% | +5.2% | -1.4% | +1.5% |
| 30D | -5.4% | +12.0% | -17.4% | -10.1% |
| 3M | -17.9% | -11.5% | -6.4% | -13.6% |
| 6M | -24.1% | -23.2% | -0.8% | -15.1% |
| YTD | -27.4% | -36.7% | +9.2% | -12.4% |
| 1Y | -36.1% | -36.8% | +0.7% | -22.8% |
| 3Y | +35.4% | -10.5% | +45.9% | +33.8% |
| 5Y | -30.1% | +5.1% | -35.2% | -37.6% |
| 10Y | +15.8% | -14.0% | +29.8% | +5.1% |
| All | +15.8% | -12.6% | +28.4% | +5.1% |
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