+40.4%
LLY vs LVS
-39.3%
+79.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | +4.6% | -3.9% | +8.5% | +5.1% |
| 30D | +22.4% | +7.1% | +15.3% | +21.1% |
| 3M | +17.1% | -13.2% | +30.3% | +19.0% |
| 6M | +44.6% | -22.8% | +67.5% | +48.4% |
| YTD | +33.5% | -38.0% | +71.5% | +40.1% |
| All | +40.4% | -39.3% | +79.7% | +47.9% |
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