-31.8%
LVS vs EXEL
+92.4%
-124.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.4% |
| 7D | +13.4% | +9.8% | +3.6% | +12.0% |
| 30D | +12.2% | +23.6% | -11.4% | +9.1% |
| 3M | -10.7% | +29.9% | -40.7% | -13.8% |
| 6M | -19.8% | +64.7% | -84.5% | -25.5% |
| YTD | -35.8% | +66.0% | -101.8% | -40.7% |
| 1Y | -31.8% | +92.0% | -123.8% | -39.6% |
| All | -31.8% | +92.4% | -124.2% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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