+1,065.2%
NRG vs LVS
0.0%
+1,065.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -4.7% | -3.5% | -1.2% | -3.8% |
| 30D | -6.0% | -6.2% | +0.3% | -4.5% |
| 3M | -8.0% | -14.8% | +6.9% | -4.4% |
| 6M | -23.2% | -20.9% | -2.3% | -19.0% |
| YTD | -28.1% | -33.0% | +5.0% | -21.3% |
| 1Y | -27.3% | -20.0% | -7.2% | -24.3% |
| 3Y | +208.7% | -6.9% | +215.6% | +201.7% |
| 5Y | +197.7% | +9.1% | +188.6% | +165.6% |
| All | +1,065.2% | 0.0% | +1,065.1% | +850.3% |
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