+335.7%
CSCO vs LVS
-12.8%
+348.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +1.7% |
| 7D | +6.6% | -3.9% | +10.5% | +7.5% |
| 30D | -11.3% | +7.1% | -18.4% | -12.9% |
| 3M | -17.3% | -13.2% | -4.1% | -15.0% |
| 6M | +3.5% | -22.8% | +26.3% | +9.0% |
| YTD | +34.9% | -38.0% | +72.9% | +48.6% |
| 1Y | +40.5% | -39.5% | +79.9% | +55.5% |
| 3Y | +109.3% | -12.2% | +121.4% | +106.2% |
| 5Y | +105.9% | +6.4% | +99.4% | +83.8% |
| All | +335.7% | -12.8% | +348.5% | +306.0% |
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