+52.3%
LVS vs EXEL
+541.4%
-489.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.5% | +8.4% | -9.9% | -3.5% |
| 30D | -3.2% | +4.1% | -7.3% | -4.4% |
| 3M | -12.0% | +12.4% | -24.4% | -14.9% |
| 6M | -19.9% | +41.5% | -61.4% | -27.4% |
| YTD | -30.6% | +34.6% | -65.3% | -36.5% |
| 1Y | -17.7% | +57.9% | -75.6% | -28.0% |
| 3Y | -14.2% | +159.5% | -173.7% | -36.7% |
| 5Y | +9.6% | +198.5% | -188.9% | -23.4% |
| 10Y | +5.7% | +411.4% | -405.7% | -46.1% |
| All | +52.3% | +541.4% | -489.1% | -69.7% |
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