+346.0%
INTC vs LVS
+55.3%
+290.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.0% |
| 7D | +6.0% | -0.8% | +6.8% | +6.1% |
| 30D | -39.2% | +10.0% | -49.2% | -40.3% |
| 3M | -42.9% | -11.0% | -31.9% | -42.0% |
| 6M | -50.4% | -20.1% | -30.3% | -48.8% |
| YTD | +61.7% | -36.3% | +98.0% | +73.2% |
| 1Y | +66.1% | -36.8% | +103.0% | +78.1% |
| 3Y | +58.1% | -9.5% | +67.7% | +58.0% |
| 5Y | +27.9% | +9.3% | +18.6% | +21.3% |
| 10Y | +111.1% | -11.0% | +122.1% | +102.8% |
| All | +346.0% | +55.3% | +290.8% | +284.9% |
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