+671.9%
CSCO vs LVS
+55.3%
+616.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.7% | -8.9% | -6.7% |
| 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% | -14.0% |
| 6M | -5.4% | -20.1% | +14.7% | -2.5% |
| YTD | +26.5% | -36.3% | +62.8% | +34.7% |
| 1Y | +25.9% | -36.8% | +62.7% | +34.2% |
| 3Y | +97.5% | -9.5% | +107.1% | +95.7% |
| 5Y | +93.0% | +9.3% | +83.7% | +80.3% |
| 10Y | +308.6% | -11.0% | +319.6% | +282.5% |
| All | +671.9% | +55.3% | +616.6% | +511.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling