+14,546.7%
NVDA vs LVS
0.0%
+14,546.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.3% |
| 7D | -5.1% | -3.5% | -1.7% | -3.7% |
| 30D | -2.5% | -6.2% | +3.8% | -0.2% |
| 3M | +6.7% | -14.8% | +21.5% | +13.1% |
| 6M | +17.6% | -20.9% | +38.5% | +28.3% |
| YTD | +17.3% | -33.0% | +50.4% | +35.8% |
| 1Y | +23.5% | -20.0% | +43.5% | +30.9% |
| 3Y | +384.6% | -6.9% | +391.5% | +360.0% |
| 5Y | +875.4% | +9.1% | +866.3% | +715.3% |
| All | +14,546.7% | 0.0% | +14,546.7% | +12,192.0% |
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