+1,546.8%
META vs LVS
+32.6%
+1,514.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.2% |
| 7D | +3.1% | -3.9% | +6.9% | +4.3% |
| 30D | -18.2% | +7.1% | -25.3% | -20.0% |
| 3M | +7.8% | -13.2% | +21.0% | +12.1% |
| 6M | +3.6% | -22.8% | +26.4% | +11.1% |
| YTD | -5.3% | -38.0% | +32.7% | +7.4% |
| 1Y | +2.7% | -39.5% | +42.2% | +17.3% |
| 3Y | +91.5% | -12.2% | +103.7% | +86.9% |
| 5Y | +84.7% | +6.4% | +78.3% | +62.7% |
| 10Y | +429.0% | -13.3% | +442.3% | +360.9% |
| All | +1,546.8% | +32.6% | +1,514.2% | +1,222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling