+777.9%
CSCO vs LVS
+69.2%
+708.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -0.7% | -1.5% | +0.8% | -0.4% |
| 30D | -10.1% | -3.2% | -6.9% | -9.7% |
| 3M | -15.7% | -12.0% | -3.7% | -14.1% |
| 6M | +36.3% | -19.9% | +56.2% | +40.6% |
| YTD | +43.8% | -30.6% | +74.5% | +51.5% |
| 1Y | +63.9% | -17.7% | +81.7% | +67.4% |
| 3Y | +104.4% | -14.2% | +118.6% | +104.4% |
| 5Y | +111.4% | +9.6% | +101.7% | +97.1% |
| 10Y | +361.7% | +5.7% | +356.0% | +321.9% |
| All | +777.9% | +69.2% | +708.7% | +587.5% |
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