+302.2%
INFY vs LVS
+65.2%
+237.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -8.7% | -2.7% | -6.0% | -8.2% |
| 30D | -13.0% | -4.7% | -8.3% | -12.3% |
| 3M | -8.8% | -15.6% | +6.8% | -6.1% |
| 6M | -22.6% | -18.6% | -3.9% | -19.8% |
| YTD | -37.3% | -32.3% | -5.1% | -33.2% |
| 1Y | -33.4% | -18.0% | -15.3% | -31.6% |
| 3Y | -32.3% | -5.8% | -26.5% | -33.2% |
| 5Y | -45.2% | +5.7% | -51.0% | -48.9% |
| 10Y | +80.0% | 0.0% | +80.0% | +63.4% |
| All | +302.2% | +65.2% | +237.0% | +225.7% |
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