+1,580.3%
LLY vs LVS
+0.3%
+1,580.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.8% |
| 30D | -8.6% | -4.7% | -3.9% | -8.2% |
| 3M | -1.6% | -15.6% | +13.9% | -0.2% |
| 6M | +11.8% | -18.6% | +30.5% | +13.8% |
| YTD | +5.1% | -32.3% | +37.4% | +8.6% |
| 1Y | +50.7% | -18.0% | +68.7% | +52.7% |
| 3Y | +95.7% | -5.8% | +101.5% | +93.6% |
| 5Y | +390.2% | +5.7% | +384.4% | +372.3% |
| 10Y | +1,580.3% | 0.0% | +1,580.3% | +1,461.1% |
| All | +1,580.3% | +0.3% | +1,580.0% | +1,461.1% |
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