+61.9%
LIN vs LVS
+8.8%
+53.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -2.1% | -1.5% | -0.6% | -1.9% |
| 30D | -2.4% | -3.2% | +0.8% | -1.9% |
| 3M | -5.6% | -12.0% | +6.4% | -3.7% |
| 6M | -3.4% | -19.9% | +16.5% | -0.3% |
| YTD | +13.1% | -30.6% | +43.7% | +19.3% |
| 1Y | +2.5% | -17.7% | +20.2% | +4.3% |
| 3Y | +27.6% | -14.2% | +41.8% | +25.9% |
| All | +61.9% | +8.8% | +53.1% | +49.6% |
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