+50.7%
LLY vs LVS
-17.6%
+68.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.1% |
| 3M | -1.6% | -15.6% | +13.9% | 0.0% |
| 6M | +11.8% | -18.6% | +30.5% | +14.0% |
| YTD | +5.1% | -32.3% | +37.4% | +8.7% |
| 1Y | +50.7% | -18.0% | +68.7% | +52.8% |
| All | +50.7% | -17.6% | +68.3% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling