+81.6%
KO vs LVS
+8.0%
+73.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | -1.1% | -4.3% | +3.2% | -0.9% |
| 30D | +1.6% | -6.8% | +8.4% | +1.9% |
| 3M | +5.8% | -15.6% | +21.4% | +6.7% |
| 6M | +14.3% | -20.6% | +34.9% | +15.5% |
| YTD | +27.3% | -33.4% | +60.7% | +29.7% |
| 1Y | +33.2% | -20.1% | +53.3% | +34.2% |
| 3Y | +64.5% | -7.4% | +71.9% | +63.1% |
| All | +81.6% | +8.0% | +73.6% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling