+177.9%
KO vs LVS
-0.5%
+178.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -1.1% | -4.3% | +3.2% | -0.6% |
| 30D | +1.6% | -6.8% | +8.4% | +2.4% |
| 3M | +5.8% | -15.6% | +21.4% | +7.9% |
| 6M | +14.3% | -20.6% | +34.9% | +17.2% |
| YTD | +27.3% | -33.4% | +60.7% | +33.0% |
| 1Y | +33.2% | -20.1% | +53.3% | +35.6% |
| 3Y | +64.5% | -7.4% | +71.9% | +62.0% |
| 5Y | +83.1% | +8.5% | +74.6% | +70.6% |
| All | +177.9% | -0.5% | +178.4% | +161.7% |
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 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