+2,771.1%
NOW vs LVS
+61.2%
+2,710.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -2.4% | -1.5% | -0.9% | -2.0% |
| 30D | +20.5% | -3.2% | +23.7% | +21.5% |
| 3M | +18.3% | -12.0% | +30.3% | +22.7% |
| 6M | +24.1% | -19.9% | +44.0% | +32.8% |
| YTD | -7.8% | -30.6% | +22.9% | +2.8% |
| 1Y | -21.4% | -17.7% | -3.7% | -17.4% |
| 3Y | +19.5% | -14.2% | +33.8% | +19.9% |
| 5Y | +4.1% | +9.6% | -5.6% | -7.5% |
| 10Y | +826.4% | +5.7% | +820.7% | +661.7% |
| All | +2,771.1% | +61.2% | +2,710.0% | +2,379.7% |
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 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