+889.8%
NVDA vs LVS
+8.6%
+881.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -5.1% | -3.5% | -1.7% | -3.9% |
| 30D | -2.5% | -6.2% | +3.8% | -0.4% |
| 3M | +6.7% | -14.8% | +21.5% | +12.7% |
| 6M | +17.6% | -20.9% | +38.5% | +27.5% |
| YTD | +17.3% | -33.0% | +50.4% | +34.7% |
| 1Y | +23.5% | -20.0% | +43.5% | +30.4% |
| 3Y | +384.6% | -6.9% | +391.5% | +355.2% |
| All | +889.8% | +8.6% | +881.1% | +698.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling