+180.8%
NOK vs LVS
-8.3%
+189.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | +8.7% | -4.3% | +13.0% | +9.8% |
| 30D | +12.5% | -6.8% | +19.3% | +14.3% |
| 3M | -20.7% | -15.6% | -5.1% | -17.6% |
| 6M | +36.2% | -20.6% | +56.8% | +43.2% |
| YTD | +64.1% | -33.4% | +97.5% | +80.5% |
| 1Y | +132.4% | -20.1% | +152.5% | +142.2% |
| All | +180.8% | -8.3% | +189.1% | +170.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling