+1,639.4%
LIN vs LVS
+56.6%
+1,582.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | +0.2% | +11.1% | -10.9% | -1.5% |
| 30D | +6.5% | +14.7% | -8.2% | +4.0% |
| 3M | +5.5% | -10.9% | +16.4% | +7.4% |
| 6M | +3.3% | -22.3% | +25.7% | +7.4% |
| YTD | +22.0% | -35.8% | +57.8% | +30.2% |
| 1Y | +25.7% | -33.5% | +59.2% | +33.2% |
| 3Y | +36.2% | -11.7% | +47.9% | +35.2% |
| 5Y | +66.1% | +2.6% | +63.4% | +56.4% |
| 10Y | +431.0% | -11.9% | +442.8% | +395.8% |
| All | +1,639.4% | +56.6% | +1,582.8% | +1,056.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling