-18.6%
LVS vs ROKU
+880.6%
-899.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -3.5% | -0.4% | -3.0% | -3.4% |
| 30D | -6.2% | +2.1% | -8.3% | -6.5% |
| 3M | -14.8% | +29.5% | -44.3% | -18.2% |
| 6M | -20.9% | +53.8% | -74.6% | -26.1% |
| YTD | -33.0% | +42.8% | -75.9% | -37.0% |
| 1Y | -20.0% | +60.7% | -80.8% | -26.1% |
| 3Y | -6.9% | +83.9% | -90.8% | -19.1% |
| 5Y | +9.1% | -52.8% | +61.9% | +2.8% |
| All | -18.6% | +880.6% | -899.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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