+9.0%
MSFT vs LVS
-31.5%
+40.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.5% | +0.2% | +4.2% |
| 7D | +4.7% | +13.4% | -8.7% | -0.1% |
| 30D | +5.8% | +12.2% | -6.4% | +1.3% |
| 3M | +13.0% | -10.7% | +23.7% | +17.8% |
| 6M | +34.9% | -19.8% | +54.7% | +46.2% |
| YTD | +15.7% | -35.8% | +51.4% | +34.0% |
| 1Y | +9.0% | -31.8% | +40.8% | +24.0% |
| All | +9.0% | -31.5% | +40.5% | +24.0% |
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