+25.9%
LMT vs LVS
-31.5%
+57.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.5% | -13.4% | -6.2% |
| 7D | -5.5% | +13.4% | -18.9% | -4.4% |
| 30D | +17.5% | +12.2% | +5.3% | +18.6% |
| 3M | +1.6% | -10.7% | +12.3% | +0.8% |
| 6M | +16.3% | -19.8% | +36.1% | +14.0% |
| YTD | +25.3% | -35.8% | +61.0% | +17.3% |
| 1Y | +25.9% | -31.8% | +57.7% | +22.1% |
| All | +25.9% | -31.5% | +57.4% | +22.1% |
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