-20.0%
LVS vs NOC
-9.0%
-11.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.5% | +0.8% | -4.2% | -3.5% |
| 30D | -6.2% | -9.7% | +3.5% | -6.4% |
| 3M | -14.8% | -5.6% | -9.2% | -15.0% |
| 6M | -20.9% | -28.6% | +7.7% | -21.6% |
| YTD | -33.0% | -7.9% | -25.2% | -33.5% |
| 1Y | -20.0% | -9.5% | -10.5% | -18.1% |
| All | -20.0% | -9.0% | -11.1% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling