+57.4%
INTC vs LVS
-31.5%
+88.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.5% | -10.2% | -4.1% |
| 7D | -39.0% | +13.4% | -52.4% | -39.6% |
| 30D | -49.8% | +12.2% | -62.0% | -50.3% |
| 3M | -42.2% | -10.7% | -31.5% | -40.9% |
| 6M | -39.2% | -19.8% | -19.3% | -36.0% |
| YTD | +57.9% | -35.8% | +93.7% | +66.8% |
| 1Y | +57.4% | -31.8% | +89.2% | +64.3% |
| All | +57.4% | -31.5% | +88.9% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling