+2,080.1%
LLY vs LVS
-10.5%
+2,090.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.0% |
| 7D | +6.7% | -0.8% | +7.6% | +6.8% |
| 30D | +19.6% | +10.0% | +9.6% | +18.5% |
| 3M | +19.7% | -11.0% | +30.7% | +20.9% |
| 6M | +42.7% | -20.1% | +62.9% | +45.5% |
| YTD | +35.1% | -36.3% | +71.5% | +40.2% |
| 1Y | +42.2% | -36.8% | +79.0% | +47.6% |
| 3Y | +140.8% | -9.5% | +150.3% | +139.0% |
| 5Y | +480.6% | +9.3% | +471.3% | +458.2% |
| All | +2,080.1% | -10.5% | +2,090.6% | +1,993.5% |
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