+31.5%
ORCL vs LVS
-8.9%
+40.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.3% | -1.5% | +6.7% | +5.6% |
| 30D | +10.0% | -3.2% | +13.2% | +10.8% |
| 3M | -32.6% | -12.0% | -20.6% | -30.5% |
| 6M | +4.9% | -19.9% | +24.8% | +10.7% |
| YTD | -17.8% | -30.6% | +12.9% | -10.6% |
| 1Y | -28.0% | -17.7% | -10.2% | -25.3% |
| All | +31.5% | -8.9% | +40.4% | +18.7% |
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