+36.6%
ORLY vs LVS
-7.9%
+44.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.4% | -3.5% | +1.1% | -2.2% |
| 30D | -6.8% | -6.2% | -0.5% | -6.4% |
| 3M | -4.8% | -14.8% | +10.1% | -4.0% |
| 6M | -9.1% | -20.9% | +11.8% | -8.0% |
| YTD | -5.9% | -33.0% | +27.1% | -4.1% |
| 1Y | -20.4% | -20.0% | -0.4% | -19.4% |
| 3Y | +36.6% | -6.9% | +43.5% | +38.4% |
| All | +36.6% | -7.9% | +44.4% | +38.4% |
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