+91.3%
META vs LVS
-11.5%
+102.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | +3.1% | -3.9% | +6.9% | +3.7% |
| 30D | -18.2% | +7.1% | -25.3% | -19.1% |
| 3M | +7.8% | -13.2% | +21.0% | +9.9% |
| 6M | +3.6% | -22.8% | +26.4% | +7.4% |
| YTD | -5.3% | -38.0% | +32.7% | +1.5% |
| 1Y | +2.7% | -39.5% | +42.2% | +10.6% |
| All | +91.3% | -11.5% | +102.7% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling