+97.5%
CSCO vs LVS
-9.1%
+106.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.7% | -8.9% | -6.6% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | -15.8% | +10.0% | -25.8% | -17.2% |
| 3M | -15.4% | -11.0% | -4.4% | -13.9% |
| 6M | -5.4% | -20.1% | +14.7% | -2.2% |
| YTD | +26.5% | -36.3% | +62.8% | +35.9% |
| 1Y | +25.9% | -36.8% | +62.7% | +35.4% |
| 3Y | +97.5% | -9.5% | +107.1% | +85.6% |
| All | +97.5% | -9.1% | +106.6% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling