+39.7%
LVS vs COO
+270.8%
-231.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.3% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | +10.0% | +14.2% | -4.2% | +2.3% |
| 3M | -11.0% | -18.2% | +7.2% | -2.1% |
| 6M | -20.1% | +5.3% | -25.5% | -24.4% |
| YTD | -36.3% | -23.6% | -12.8% | -28.3% |
| 1Y | -36.8% | -12.7% | -24.2% | -34.2% |
| 3Y | -9.5% | -24.2% | +14.7% | -4.3% |
| 5Y | +9.3% | -40.0% | +49.3% | +30.0% |
| 10Y | -11.0% | +41.6% | -52.5% | -40.8% |
| All | +39.7% | +270.8% | -231.1% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling