+13.8%
ORCL vs LVS
-9.1%
+22.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.0% |
| 7D | +8.0% | -0.8% | +8.8% | +8.1% |
| 30D | -4.0% | +10.0% | -14.0% | -6.4% |
| 3M | -19.5% | -11.0% | -8.4% | -17.3% |
| 6M | -33.5% | -20.1% | -13.3% | -29.8% |
| YTD | -34.8% | -36.3% | +1.5% | -27.7% |
| 1Y | -41.6% | -36.8% | -4.8% | -35.2% |
| 3Y | +13.8% | -9.5% | +23.3% | +7.3% |
| All | +13.8% | -9.1% | +22.8% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling