+52.3%
LVS vs COO
+311.9%
-259.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.5% |
| 7D | -1.5% | -2.2% | +0.7% | -0.3% |
| 30D | -3.2% | -7.0% | +3.8% | +0.6% |
| 3M | -12.0% | +12.2% | -24.2% | -18.1% |
| 6M | -19.9% | -15.1% | -4.8% | -13.4% |
| YTD | -30.6% | -15.1% | -15.5% | -25.2% |
| 1Y | -17.7% | +2.3% | -20.1% | -20.8% |
| 3Y | -14.2% | -23.7% | +9.5% | -8.3% |
| 5Y | +9.6% | -38.9% | +48.6% | +30.9% |
| 10Y | +5.7% | +49.9% | -44.3% | -30.9% |
| All | +52.3% | +311.9% | -259.6% | -74.0% |
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