+36.1%
LVS vs EXEL
+659.1%
-623.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -3.9% | +1.6% | -5.5% | -4.3% |
| 30D | +7.1% | +17.4% | -10.3% | +2.6% |
| 3M | -13.2% | +38.6% | -51.8% | -20.4% |
| 6M | -22.8% | +41.2% | -64.0% | -29.9% |
| YTD | -38.0% | +59.3% | -97.4% | -45.7% |
| 1Y | -39.5% | +60.2% | -99.7% | -47.2% |
| 3Y | -12.2% | +232.6% | -244.7% | -39.1% |
| 5Y | +6.4% | +285.9% | -279.4% | -30.3% |
| 10Y | -13.3% | +325.9% | -339.1% | -52.4% |
| All | +36.1% | +659.1% | -623.1% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling