+6.4%
LVS vs ROKU
-52.4%
+58.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -3.5% | -0.4% | -3.0% | -3.4% |
| 30D | -6.2% | +2.1% | -8.3% | -6.6% |
| 3M | -14.8% | +29.5% | -44.3% | -19.9% |
| 6M | -20.9% | +53.8% | -74.6% | -28.6% |
| YTD | -33.0% | +42.8% | -75.9% | -38.9% |
| 1Y | -20.0% | +60.7% | -80.8% | -29.1% |
| 3Y | -6.9% | +83.9% | -90.8% | -25.3% |
| All | +6.4% | -52.4% | +58.9% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling