-3.3%
LVS vs NOC
+192.5%
-195.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.5% | +0.8% | -4.2% | -3.6% |
| 30D | -6.2% | -9.7% | +3.5% | -4.1% |
| 3M | -14.8% | -5.6% | -9.2% | -13.9% |
| 6M | -20.9% | -28.6% | +7.7% | -14.8% |
| YTD | -33.0% | -7.9% | -25.2% | -32.6% |
| 1Y | -20.0% | -9.5% | -10.5% | -19.2% |
| 3Y | -6.9% | +28.4% | -35.3% | -16.5% |
| 5Y | +9.1% | +59.0% | -49.9% | -14.9% |
| All | -3.3% | +192.5% | -195.8% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling