+358.4%
LIN vs LVS
+1.0%
+357.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -3.5% | +0.3% | -3.8% | -3.5% |
| 30D | -4.1% | -3.9% | -0.2% | -3.3% |
| 3M | -6.4% | -12.9% | +6.5% | -3.6% |
| 6M | -2.4% | -16.9% | +14.5% | +1.1% |
| YTD | +10.9% | -31.2% | +42.2% | +19.4% |
| 1Y | 0.0% | -16.4% | +16.4% | +2.2% |
| 3Y | +25.8% | -4.4% | +30.3% | +21.3% |
| 5Y | +60.8% | +6.7% | +54.2% | +44.2% |
| 10Y | +358.4% | +1.4% | +356.9% | +309.3% |
| All | +358.4% | +1.0% | +357.3% | +309.3% |
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