+425.7%
META vs LVS
-12.6%
+438.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.5% |
| 7D | +5.7% | +5.2% | +0.5% | +4.0% |
| 30D | -10.8% | +12.0% | -22.8% | -13.9% |
| 3M | +8.4% | -11.5% | +19.9% | +12.2% |
| 6M | +5.4% | -23.2% | +28.6% | +13.4% |
| YTD | -2.6% | -36.7% | +34.1% | +10.0% |
| 1Y | +3.5% | -36.8% | +40.3% | +17.0% |
| 3Y | +102.0% | -10.5% | +112.5% | +95.1% |
| 5Y | +93.1% | +5.1% | +88.0% | +68.5% |
| 10Y | +425.7% | -14.0% | +439.6% | +368.4% |
| All | +425.7% | -12.6% | +438.3% | +368.4% |
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