+777.5%
NRG vs LVS
+62.5%
+715.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.9% |
| 7D | -0.2% | -4.3% | +4.1% | +0.6% |
| 30D | -6.8% | -6.8% | 0.0% | -5.6% |
| 3M | -7.1% | -15.6% | +8.5% | -4.4% |
| 6M | -27.6% | -20.6% | -7.0% | -24.8% |
| YTD | -29.2% | -33.4% | +4.2% | -24.5% |
| 1Y | -29.9% | -20.1% | -9.7% | -27.8% |
| 3Y | +198.7% | -7.4% | +206.1% | +196.4% |
| 5Y | +192.9% | +8.5% | +184.4% | +173.5% |
| 10Y | +1,084.1% | -1.7% | +1,085.8% | +989.9% |
| All | +777.5% | +62.5% | +715.0% | +505.5% |
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 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