+1,482.3%
JPM vs LVS
+55.3%
+1,427.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.3% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | +3.3% | +10.0% | -6.7% | +0.5% |
| 3M | -4.2% | -11.0% | +6.8% | -1.4% |
| 6M | +16.4% | -20.1% | +36.5% | +22.9% |
| YTD | +9.5% | -36.3% | +45.9% | +22.0% |
| 1Y | +14.0% | -36.8% | +50.9% | +27.2% |
| 3Y | +153.1% | -9.5% | +162.6% | +148.1% |
| 5Y | +134.9% | +9.3% | +125.6% | +107.5% |
| 10Y | +485.7% | -11.0% | +496.7% | +428.3% |
| All | +1,482.3% | +55.3% | +1,427.0% | +892.8% |
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