+870.5%
MSFT vs LVS
+1.2%
+869.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -1.0% | -2.7% | +1.7% | -0.4% |
| 30D | -2.7% | -4.7% | +2.0% | -1.6% |
| 3M | +22.1% | -15.6% | +37.7% | +27.3% |
| 6M | +20.6% | -18.6% | +39.2% | +26.7% |
| YTD | +2.3% | -32.3% | +34.6% | +12.1% |
| 1Y | -0.5% | -18.0% | +17.5% | +3.5% |
| 3Y | +50.5% | -5.8% | +56.4% | +47.0% |
| 5Y | +72.3% | +5.7% | +66.6% | +55.1% |
| All | +870.5% | +1.2% | +869.3% | +751.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling