+379.9%
CSCO vs LVS
0.0%
+379.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.2% |
| 7D | +2.7% | -3.5% | +6.2% | +3.5% |
| 30D | -9.5% | -6.2% | -3.2% | -8.3% |
| 3M | -7.6% | -14.8% | +7.2% | -4.5% |
| 6M | +44.9% | -20.9% | +65.7% | +51.8% |
| YTD | +47.7% | -33.0% | +80.7% | +60.3% |
| 1Y | +69.1% | -20.0% | +89.1% | +75.1% |
| 3Y | +113.5% | -6.9% | +120.5% | +108.2% |
| 5Y | +122.8% | +9.1% | +113.7% | +98.0% |
| All | +379.9% | 0.0% | +379.9% | +337.9% |
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 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