+50.9%
O vs LVS
-0.5%
+51.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -3.5% | -4.3% | +0.8% | -2.7% |
| 30D | -3.3% | -6.8% | +3.5% | -2.1% |
| 3M | -2.8% | -15.6% | +12.8% | +0.1% |
| 6M | -5.8% | -20.6% | +14.8% | -2.1% |
| YTD | +9.4% | -33.4% | +42.8% | +17.0% |
| 1Y | +5.7% | -20.1% | +25.8% | +8.5% |
| 3Y | +27.2% | -7.4% | +34.7% | +23.9% |
| 5Y | +17.2% | +8.5% | +8.7% | +4.0% |
| All | +50.9% | -0.5% | +51.4% | +31.9% |
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 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