+723.3%
CSCO vs LVS
+51.2%
+672.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +1.6% |
| 7D | +6.6% | -3.9% | +10.5% | +7.2% |
| 30D | -11.3% | +7.1% | -18.4% | -12.4% |
| 3M | -17.3% | -13.2% | -4.1% | -15.7% |
| 6M | +3.5% | -22.8% | +26.3% | +7.4% |
| YTD | +34.9% | -38.0% | +72.9% | +44.4% |
| 1Y | +40.5% | -39.5% | +79.9% | +50.9% |
| 3Y | +109.3% | -12.2% | +121.4% | +108.3% |
| 5Y | +105.9% | +6.4% | +99.4% | +93.2% |
| 10Y | +335.8% | -13.3% | +349.1% | +309.8% |
| All | +723.3% | +51.2% | +672.1% | +555.1% |
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 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