+2,592.7%
MSFT vs LVS
+69.2%
+2,523.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -2.7% | -1.5% | -1.2% | -2.5% |
| 30D | +2.7% | -3.2% | +5.9% | +3.1% |
| 3M | +17.0% | -12.0% | +28.9% | +18.9% |
| 6M | +23.8% | -19.9% | +43.7% | +27.4% |
| YTD | +4.0% | -30.6% | +34.6% | +9.0% |
| 1Y | -0.8% | -17.7% | +16.9% | +1.3% |
| 3Y | +55.6% | -14.2% | +69.8% | +56.0% |
| 5Y | +72.9% | +9.6% | +63.3% | +64.4% |
| 10Y | +875.8% | +5.7% | +870.1% | +814.9% |
| All | +2,592.7% | +69.2% | +2,523.5% | +2,134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling