+368.8%
ORCL vs LVS
+0.3%
+368.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | +10.9% | -2.7% | +13.6% | +11.6% |
| 30D | +7.0% | -4.7% | +11.7% | +8.1% |
| 3M | -21.2% | -15.6% | -5.6% | -18.2% |
| 6M | +7.4% | -18.6% | +26.0% | +12.5% |
| YTD | -16.3% | -32.3% | +16.0% | -8.9% |
| 1Y | -32.3% | -18.0% | -14.3% | -30.0% |
| 3Y | +32.6% | -5.8% | +38.4% | +29.7% |
| 5Y | +93.1% | +5.7% | +87.4% | +76.1% |
| 10Y | +368.8% | 0.0% | +368.8% | +315.8% |
| All | +368.8% | +0.3% | +368.5% | +315.8% |
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