+427.2%
LIN vs LVS
-12.1%
+439.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.2% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | +8.0% | +12.2% | -4.2% | +5.2% |
| 3M | +7.7% | -11.3% | +19.0% | +10.4% |
| 6M | +5.1% | -21.6% | +26.7% | +10.4% |
| YTD | +24.7% | -36.6% | +61.3% | +36.5% |
| 1Y | +25.1% | -38.4% | +63.5% | +37.7% |
| 3Y | +36.8% | -10.2% | +47.0% | +33.6% |
| 5Y | +67.9% | +9.4% | +58.4% | +49.2% |
| 10Y | +427.2% | -11.3% | +438.5% | +386.7% |
| All | +427.2% | -12.1% | +439.3% | +386.7% |
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