+62.8%
META vs LVS
+8.8%
+54.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +6.7% | -1.5% | +8.2% | +7.1% |
| 30D | +4.8% | -3.2% | +8.0% | +5.7% |
| 3M | -1.6% | -12.0% | +10.3% | +1.6% |
| 6M | -7.5% | -19.9% | +12.4% | -2.0% |
| YTD | -6.4% | -30.6% | +24.2% | +2.4% |
| 1Y | -17.3% | -17.7% | +0.4% | -14.9% |
| 3Y | +109.9% | -14.2% | +124.1% | +104.9% |
| All | +62.8% | +8.8% | +54.0% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling