+1,512.2%
LIN vs LVS
+69.2%
+1,442.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| YTD | +13.1% | -30.6% | +43.7% | +19.3% |
| 1Y | +2.5% | -17.7% | +20.2% | +4.5% |
| 3Y | +27.6% | -14.2% | +41.8% | +27.3% |
| 5Y | +63.0% | +9.6% | +53.4% | +51.6% |
| 10Y | +359.3% | +5.7% | +353.6% | +317.1% |
| All | +1,512.2% | +69.2% | +1,442.9% | +959.0% |
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