+915.1%
MSFT vs LVS
-10.5%
+925.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.5% |
| 7D | -1.3% | -0.8% | -0.4% | -1.1% |
| 30D | -1.8% | +10.0% | -11.8% | -4.2% |
| 3M | +5.6% | -11.0% | +16.7% | +8.5% |
| 6M | +29.8% | -20.1% | +50.0% | +37.0% |
| YTD | +9.0% | -36.3% | +45.4% | +21.2% |
| 1Y | +4.9% | -36.8% | +41.8% | +16.9% |
| 3Y | +46.2% | -9.5% | +55.8% | +44.2% |
| 5Y | +62.1% | +9.3% | +52.8% | +44.8% |
| All | +915.1% | -10.5% | +925.6% | +811.3% |
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