+52.3%
LVS vs NOC
+1,487.4%
-1,435.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.1% |
| 7D | -1.5% | -5.2% | +3.7% | +1.5% |
| 30D | -3.2% | -7.2% | +4.0% | +0.7% |
| 3M | -12.0% | -5.1% | -6.9% | -10.0% |
| 6M | -19.9% | -31.1% | +11.2% | -2.2% |
| YTD | -30.6% | -8.6% | -22.1% | -29.3% |
| 1Y | -17.7% | -9.7% | -8.0% | -16.0% |
| 3Y | -14.2% | +24.3% | -38.5% | -32.5% |
| 5Y | +9.6% | +52.6% | -43.0% | -32.8% |
| 10Y | +5.7% | +183.6% | -177.9% | -67.2% |
| All | +52.3% | +1,487.4% | -1,435.1% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling