+95.6%
LLY vs LVS
-6.1%
+101.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -5.1% | -3.9% | -1.2% | -4.5% |
| 3M | -2.1% | -12.9% | +10.8% | 0.0% |
| 6M | +13.8% | -16.9% | +30.8% | +16.9% |
| YTD | +5.1% | -31.2% | +36.3% | +11.0% |
| 1Y | +53.1% | -16.4% | +69.5% | +55.8% |
| 3Y | +95.6% | -4.4% | +100.1% | +88.4% |
| All | +95.6% | -6.1% | +101.7% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling