+504.6%
NOW vs LVS
-12.6%
+517.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.2% |
| 7D | -3.1% | +5.2% | -8.2% | -4.6% |
| 30D | -27.0% | +12.0% | -39.0% | -29.7% |
| 3M | -17.7% | -11.5% | -6.2% | -15.2% |
| 6M | +12.7% | -23.2% | +35.9% | +21.2% |
| YTD | -32.9% | -36.7% | +3.8% | -23.6% |
| 1Y | -40.4% | -36.8% | -3.6% | -32.2% |
| 3Y | -17.1% | -10.5% | -6.6% | -18.2% |
| 5Y | -25.7% | +5.1% | -30.8% | -32.8% |
| 10Y | +504.6% | -14.0% | +518.6% | +431.5% |
| All | +504.6% | -12.6% | +517.2% | +431.5% |
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 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