+3,640.9%
LLY vs LVS
+69.2%
+3,571.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.1% | -1.5% | -0.7% | -2.0% |
| 30D | -1.6% | -3.2% | +1.6% | -1.4% |
| 3M | +2.3% | -12.0% | +14.3% | +3.3% |
| 6M | +14.9% | -19.9% | +34.8% | +16.8% |
| YTD | +7.5% | -30.6% | +38.1% | +10.4% |
| 1Y | +55.7% | -17.7% | +73.4% | +57.5% |
| 3Y | +110.6% | -14.2% | +124.8% | +110.7% |
| 5Y | +363.4% | +9.6% | +353.8% | +346.7% |
| 10Y | +1,649.0% | +5.7% | +1,643.3% | +1,550.1% |
| All | +3,640.9% | +69.2% | +3,571.7% | +3,028.8% |
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 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