+126,638.4%
NVDA vs LVS
+67.7%
+126,570.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +0.8% | -3.9% | +4.7% | +1.7% |
| 3M | +8.2% | -12.9% | +21.0% | +11.7% |
| 6M | +27.1% | -16.9% | +44.0% | +32.7% |
| YTD | +21.2% | -31.2% | +52.4% | +32.2% |
| 1Y | +34.3% | -16.4% | +50.7% | +38.2% |
| 3Y | +396.3% | -4.4% | +400.7% | +383.5% |
| 5Y | +913.8% | +6.7% | +907.1% | +840.3% |
| 10Y | +14,572.5% | +1.4% | +14,571.0% | +13,332.8% |
| All | +126,638.4% | +67.7% | +126,570.6% | +95,322.9% |
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