+2,708.2%
MSFT vs LVS
+54.7%
+2,653.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -2.1% |
| 7D | -6.2% | -1.3% | -5.0% | -6.1% |
| 30D | -3.7% | +12.2% | -15.9% | -5.2% |
| 3M | +3.6% | -11.3% | +14.9% | +5.2% |
| 6M | +26.8% | -21.6% | +48.4% | +30.9% |
| YTD | +8.4% | -36.6% | +45.0% | +15.0% |
| 1Y | +3.3% | -38.4% | +41.7% | +9.9% |
| 3Y | +44.3% | -10.2% | +54.4% | +43.9% |
| 5Y | +63.3% | +9.4% | +53.9% | +55.8% |
| 10Y | +894.4% | -11.3% | +905.7% | +851.8% |
| All | +2,708.2% | +54.7% | +2,653.5% | +2,257.3% |
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 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