+171.2%
INTC vs LVS
-7.9%
+179.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +7.5% | -3.5% | +10.9% | +8.8% |
| 30D | +2.0% | -6.2% | +8.2% | +4.0% |
| 3M | -12.0% | -14.8% | +2.8% | -7.1% |
| 6M | +114.5% | -20.9% | +135.4% | +132.1% |
| YTD | +179.0% | -33.0% | +212.0% | +219.4% |
| 1Y | +318.3% | -20.0% | +338.3% | +340.1% |
| 3Y | +171.2% | -6.9% | +178.1% | +137.2% |
| All | +171.2% | -7.9% | +179.1% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling