+49.1%
LLY vs LVS
-36.4%
+85.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | +1.6% | +6.7% | -5.1% | +0.7% |
| 30D | +21.5% | +13.8% | +7.7% | +19.2% |
| 3M | +16.4% | -9.5% | +25.9% | +17.7% |
| 6M | +51.5% | -22.0% | +73.5% | +55.1% |
| YTD | +33.9% | -35.7% | +69.6% | +40.2% |
| 1Y | +49.1% | -36.7% | +85.8% | +57.0% |
| All | +49.1% | -36.4% | +85.5% | +57.0% |
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 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