+34.4%
NVDA vs LVS
-18.2%
+52.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +5.9% | -1.5% | +7.4% | +6.0% |
| 30D | +5.1% | -3.2% | +8.3% | +5.2% |
| 3M | +5.4% | -12.0% | +17.3% | +6.8% |
| 6M | +26.0% | -19.9% | +45.9% | +28.5% |
| YTD | +23.7% | -30.6% | +54.3% | +27.3% |
| 1Y | +34.4% | -17.7% | +52.1% | +41.1% |
| All | +34.4% | -18.2% | +52.6% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling