+404.3%
META vs LVS
-13.2%
+417.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.8% | +11.1% | -11.9% | -4.0% |
| 30D | -15.4% | +14.7% | -30.1% | -18.9% |
| 3M | +3.5% | -10.9% | +14.5% | +6.9% |
| 6M | -0.3% | -22.3% | +22.1% | +6.9% |
| YTD | -7.3% | -35.8% | +28.5% | +4.3% |
| 1Y | -1.1% | -33.5% | +32.4% | +9.9% |
| 3Y | +95.1% | -11.7% | +106.8% | +89.4% |
| 5Y | +80.6% | +2.6% | +77.9% | +58.9% |
| All | +404.3% | -13.2% | +417.5% | +331.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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