+114.2%
CSCO vs LVS
+6.8%
+107.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -10.1% | -3.9% | -6.2% | -9.6% |
| 3M | -11.7% | -12.9% | +1.1% | -9.9% |
| 6M | +40.1% | -16.9% | +57.0% | +43.8% |
| YTD | +43.8% | -31.2% | +75.0% | +52.0% |
| 1Y | +66.6% | -16.4% | +83.0% | +69.7% |
| 3Y | +108.5% | -4.4% | +112.9% | +102.8% |
| All | +114.2% | +6.8% | +107.5% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling