+1.9%
META vs LVS
-37.4%
+39.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.1% |
| 7D | +5.7% | +5.2% | +0.5% | +5.8% |
| 30D | -10.8% | +12.0% | -22.8% | -10.5% |
| 3M | +8.4% | -11.5% | +19.9% | +7.2% |
| 6M | +5.4% | -23.2% | +28.6% | +3.8% |
| YTD | -2.6% | -36.7% | +34.1% | -5.0% |
| All | +1.9% | -37.4% | +39.3% | +0.2% |
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