+1,507.7%
JPM vs LVS
+67.7%
+1,440.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -1.1% | -3.9% | +2.8% | -0.1% |
| 3M | +14.1% | -12.9% | +27.0% | +18.1% |
| 6M | +23.3% | -16.9% | +40.2% | +28.8% |
| YTD | +11.3% | -31.2% | +42.5% | +21.7% |
| 1Y | +23.0% | -16.4% | +39.4% | +26.5% |
| 3Y | +162.6% | -4.4% | +167.0% | +153.7% |
| 5Y | +152.8% | +6.7% | +146.1% | +124.1% |
| 10Y | +583.6% | +1.4% | +582.2% | +495.8% |
| All | +1,507.7% | +67.7% | +1,440.0% | +889.7% |
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