+45.9%
CSCO vs LVS
-31.5%
+77.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.9% | +0.4% |
| 7D | -6.1% | +13.4% | -19.5% | -6.5% |
| 30D | -8.2% | +12.2% | -20.4% | -8.6% |
| 3M | -14.6% | -10.7% | -3.8% | -13.6% |
| 6M | +12.7% | -19.8% | +32.5% | +15.0% |
| YTD | +37.0% | -35.8% | +72.8% | +42.0% |
| 1Y | +45.9% | -31.8% | +77.7% | +54.8% |
| All | +45.9% | -31.5% | +77.4% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling