+5.7%
LVS vs EXEL
+194.6%
-188.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -4.7% | +10.1% | -14.8% | -6.4% |
| 3M | -15.6% | +10.1% | -25.7% | -17.3% |
| 6M | -18.6% | +37.7% | -56.3% | -23.9% |
| YTD | -32.3% | +33.1% | -65.3% | -36.4% |
| 1Y | -18.0% | +52.4% | -70.4% | -25.4% |
| 3Y | -5.8% | +163.8% | -169.7% | -28.0% |
| 5Y | +5.7% | +198.5% | -192.8% | -28.6% |
| All | +5.7% | +194.6% | -188.9% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling