+266.0%
KMB vs LVS
+69.2%
+196.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.0% | -1.5% | -1.6% | -3.0% |
| 30D | -5.5% | -3.2% | -2.2% | -5.3% |
| 3M | +14.0% | -12.0% | +26.0% | +14.8% |
| 6M | +4.1% | -19.9% | +24.0% | +5.3% |
| YTD | +8.0% | -30.6% | +38.7% | +10.1% |
| 1Y | -13.7% | -17.7% | +4.0% | -13.1% |
| 3Y | -5.9% | -14.2% | +8.3% | -6.0% |
| 5Y | -8.6% | +9.6% | -18.2% | -11.2% |
| 10Y | +17.3% | +5.7% | +11.6% | +11.8% |
| All | +266.0% | +69.2% | +196.8% | +213.8% |
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