+138.6%
NOK vs LVS
0.0%
+138.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +11.0% | -3.5% | +14.4% | +11.9% |
| 30D | +7.8% | -6.2% | +14.1% | +9.4% |
| 3M | -21.0% | -14.8% | -6.2% | -18.1% |
| 6M | +40.9% | -20.9% | +61.7% | +48.3% |
| YTD | +72.0% | -33.0% | +105.1% | +88.5% |
| 1Y | +140.9% | -20.0% | +160.9% | +151.5% |
| 3Y | +194.3% | -6.9% | +201.2% | +189.3% |
| 5Y | +112.5% | +9.1% | +103.4% | +92.2% |
| All | +138.6% | 0.0% | +138.5% | +113.7% |
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