+10.6%
ORCL vs LVS
-11.6%
+22.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.5% | +3.5% |
| 7D | +0.5% | +5.2% | -4.7% | -0.8% |
| 30D | -15.3% | +12.0% | -27.3% | -17.8% |
| 3M | -18.2% | -11.5% | -6.7% | -15.9% |
| 6M | -38.4% | -23.2% | -15.2% | -34.4% |
| YTD | -37.7% | -36.7% | -1.0% | -30.8% |
| 1Y | -49.3% | -36.8% | -12.5% | -43.6% |
| 3Y | +10.6% | -10.5% | +21.2% | +4.7% |
| All | +10.6% | -11.6% | +22.2% | +4.7% |
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