+625.2%
DUK vs LVS
+65.2%
+560.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -0.1% | -2.7% | +2.6% | 0.0% |
| 30D | +0.2% | -4.7% | +4.9% | +0.5% |
| 3M | -1.9% | -15.6% | +13.7% | -1.1% |
| 6M | -6.5% | -18.6% | +12.1% | -5.7% |
| YTD | +5.4% | -32.3% | +37.7% | +7.3% |
| 1Y | +3.6% | -18.0% | +21.6% | +4.2% |
| 3Y | +48.1% | -5.8% | +54.0% | +47.2% |
| 5Y | +39.6% | +5.7% | +33.8% | +36.1% |
| 10Y | +131.8% | 0.0% | +131.8% | +123.6% |
| All | +625.2% | +65.2% | +560.0% | +555.3% |
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