+790.9%
NOW vs LVS
+0.3%
+790.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -4.1% | -2.7% | -1.4% | -3.3% |
| 30D | +2.9% | -4.7% | +7.6% | +4.2% |
| 3M | +22.6% | -15.6% | +38.1% | +28.7% |
| 6M | +7.5% | -18.6% | +26.2% | +14.6% |
| YTD | -14.4% | -32.3% | +17.9% | -4.1% |
| 1Y | -29.8% | -18.0% | -11.8% | -26.2% |
| 3Y | +9.2% | -5.8% | +15.1% | +6.6% |
| 5Y | +0.8% | +5.7% | -4.9% | -9.3% |
| 10Y | +790.9% | 0.0% | +790.9% | +637.4% |
| All | +790.9% | +0.3% | +790.7% | +637.4% |
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