-5.8%
LVS vs EXEL
+164.8%
-170.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -4.7% | +10.1% | -14.8% | -5.6% |
| 3M | -15.6% | +10.1% | -25.7% | -16.4% |
| 6M | -18.6% | +37.7% | -56.3% | -21.3% |
| YTD | -32.3% | +33.1% | -65.3% | -34.3% |
| 1Y | -18.0% | +52.4% | -70.4% | -21.7% |
| All | -5.8% | +164.8% | -170.6% | -10.8% |
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 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