+1,564.2%
LMT vs LVS
+67.7%
+1,496.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +2.9% | +2.2% |
| 7D | -1.5% | +0.3% | -1.9% | -1.6% |
| 30D | -8.2% | -3.9% | -4.3% | -7.9% |
| 3M | +3.7% | -12.9% | +16.6% | +5.0% |
| 6M | -19.2% | -16.9% | -2.2% | -17.9% |
| YTD | +12.9% | -31.2% | +44.1% | +16.4% |
| 1Y | +19.8% | -16.4% | +36.2% | +20.9% |
| 3Y | +37.3% | -4.4% | +41.7% | +35.4% |
| 5Y | +74.4% | +6.7% | +67.7% | +66.1% |
| 10Y | +188.9% | +1.4% | +187.4% | +171.1% |
| All | +1,564.2% | +67.7% | +1,496.5% | +1,200.5% |
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