+73.9%
MSFT vs LVS
+8.6%
+65.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -0.8% | -3.5% | +2.7% | -0.1% |
| 30D | +0.8% | -6.2% | +7.1% | +2.1% |
| 3M | +27.2% | -14.8% | +42.0% | +31.4% |
| 6M | +22.9% | -20.9% | +43.8% | +28.7% |
| YTD | +3.1% | -33.0% | +36.2% | +11.4% |
| 1Y | -0.3% | -20.0% | +19.8% | +3.8% |
| 3Y | +50.1% | -6.9% | +57.0% | +47.7% |
| All | +73.9% | +8.6% | +65.3% | +57.3% |
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 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