+4,578.0%
LLY vs LVS
+54.7%
+4,523.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.5% |
| 7D | +1.4% | -1.3% | +2.6% | +1.5% |
| 30D | +21.5% | +12.2% | +9.3% | +20.4% |
| 3M | +18.5% | -11.3% | +29.8% | +19.6% |
| 6M | +49.1% | -21.6% | +70.7% | +51.9% |
| YTD | +34.4% | -36.6% | +71.0% | +38.9% |
| 1Y | +46.3% | -38.4% | +84.7% | +51.6% |
| 3Y | +145.5% | -10.2% | +155.6% | +144.7% |
| 5Y | +472.7% | +9.4% | +463.3% | +452.8% |
| 10Y | +2,049.9% | -11.3% | +2,061.3% | +1,956.0% |
| All | +4,578.0% | +54.7% | +4,523.3% | +3,839.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling