+2,024.1%
LLY vs LVS
-13.0%
+2,037.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.3% |
| 7D | +1.6% | +6.7% | -5.1% | +1.0% |
| 30D | +21.5% | +13.8% | +7.7% | +20.0% |
| 3M | +16.4% | -9.5% | +25.9% | +17.4% |
| 6M | +51.5% | -22.0% | +73.5% | +54.7% |
| YTD | +33.9% | -35.7% | +69.6% | +38.8% |
| 1Y | +49.1% | -36.7% | +85.8% | +54.8% |
| 3Y | +144.6% | -8.8% | +153.5% | +142.6% |
| 5Y | +466.3% | +9.5% | +456.8% | +444.4% |
| 10Y | +2,024.1% | -10.9% | +2,035.1% | +1,936.8% |
| All | +2,024.1% | -13.0% | +2,037.1% | +1,936.8% |
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