+2.6%
META vs LVS
-36.5%
+39.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +3.3% | +6.7% | -3.4% | +3.4% |
| 30D | -10.8% | +13.8% | -24.5% | -10.5% |
| 3M | +7.9% | -9.5% | +17.4% | +6.8% |
| 6M | +5.4% | -22.0% | +27.4% | +3.8% |
| YTD | -2.6% | -35.7% | +33.1% | -4.7% |
| All | +2.6% | -36.5% | +39.2% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling