+26.8%
MSFT vs LVS
-22.1%
+48.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.7% |
| 7D | -6.2% | -1.3% | -5.0% | -5.8% |
| 30D | -3.7% | +12.2% | -15.9% | -8.3% |
| 3M | +3.6% | -11.3% | +14.9% | +10.0% |
| 6M | +26.8% | -21.6% | +48.4% | +41.4% |
| All | +26.8% | -22.1% | +48.9% | +41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling