-9.5%
LVS vs EXEL
+230.5%
-240.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.8% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | +10.0% | +13.1% | -3.1% | +8.4% |
| 3M | -11.0% | +36.3% | -47.4% | -14.1% |
| 6M | -20.1% | +34.5% | -54.7% | -22.9% |
| YTD | -36.3% | +57.4% | -93.8% | -39.8% |
| 1Y | -36.8% | +62.9% | -99.8% | -40.6% |
| 3Y | -9.5% | +229.5% | -239.1% | -21.4% |
| All | -9.5% | +230.5% | -240.0% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling