+11.0%
LVS vs COO
-40.7%
+51.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +6.7% | +4.5% | +2.2% | +5.1% |
| 30D | +13.8% | +16.9% | -3.1% | +7.7% |
| 3M | -9.5% | -16.7% | +7.2% | -4.0% |
| 6M | -22.0% | +5.9% | -28.0% | -24.8% |
| YTD | -35.7% | -22.4% | -13.2% | -30.3% |
| 1Y | -36.7% | -10.1% | -26.6% | -35.4% |
| 3Y | -8.8% | -22.8% | +13.9% | -7.1% |
| All | +11.0% | -40.7% | +51.8% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling