+63.9%
CSCO vs LVS
-18.2%
+82.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -0.7% | -1.5% | +0.8% | -0.6% |
| 30D | -10.1% | -3.2% | -6.9% | -9.9% |
| 3M | -15.7% | -12.0% | -3.7% | -14.6% |
| 6M | +36.3% | -19.9% | +56.2% | +39.5% |
| YTD | +43.8% | -30.6% | +74.5% | +49.0% |
| 1Y | +63.9% | -17.7% | +81.7% | +66.2% |
| All | +63.9% | -18.2% | +82.1% | +66.2% |
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