-17.7%
LVS vs ROKU
+867.7%
-885.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -2.7% | -3.0% | +0.3% | -2.3% |
| 30D | -4.7% | +0.7% | -5.4% | -4.8% |
| 3M | -15.6% | +26.5% | -42.0% | -18.7% |
| 6M | -18.6% | +52.6% | -71.3% | -23.9% |
| YTD | -32.3% | +40.9% | -73.2% | -36.1% |
| 1Y | -18.0% | +57.6% | -75.7% | -24.0% |
| 3Y | -5.8% | +83.2% | -89.0% | -18.1% |
| 5Y | +5.7% | -54.8% | +60.6% | +0.1% |
| All | -17.7% | +867.7% | -885.4% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling