+590.9%
JPM vs LVS
0.0%
+590.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | -0.7% | -3.5% | +2.8% | +0.4% |
| 30D | -2.5% | -6.2% | +3.8% | -0.6% |
| 3M | +14.1% | -14.8% | +29.0% | +19.5% |
| 6M | +25.1% | -20.9% | +45.9% | +33.4% |
| YTD | +12.1% | -33.0% | +45.2% | +25.2% |
| 1Y | +18.8% | -20.0% | +38.8% | +24.2% |
| 3Y | +163.4% | -6.9% | +170.3% | +152.8% |
| 5Y | +156.5% | +9.1% | +147.5% | +115.5% |
| All | +590.9% | 0.0% | +590.8% | +517.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling