-3.3%
LVS vs EXEL
+375.2%
-378.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.0% |
| 7D | -3.5% | -4.9% | +1.4% | -2.6% |
| 30D | -6.2% | +11.4% | -17.6% | -8.1% |
| 3M | -14.8% | +4.9% | -19.7% | -15.8% |
| 6M | -20.9% | +34.4% | -55.3% | -25.5% |
| YTD | -33.0% | +28.0% | -61.1% | -36.5% |
| 1Y | -20.0% | +43.6% | -63.7% | -26.0% |
| 3Y | -6.9% | +155.2% | -162.1% | -25.0% |
| 5Y | +9.1% | +181.2% | -172.1% | -14.9% |
| All | -3.3% | +375.2% | -378.5% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling