+5,825.4%
ORLY vs LVS
+63.3%
+5,762.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.4% | -3.5% | +1.1% | -1.9% |
| 30D | -6.8% | -6.2% | -0.5% | -6.0% |
| 3M | -4.8% | -14.8% | +10.1% | -2.8% |
| 6M | -9.1% | -20.9% | +11.8% | -6.5% |
| YTD | -5.9% | -33.0% | +27.1% | -1.4% |
| 1Y | -20.4% | -20.0% | -0.4% | -18.8% |
| 3Y | +36.6% | -6.9% | +43.5% | +34.7% |
| 5Y | +117.3% | +9.1% | +108.2% | +103.5% |
| 10Y | +362.7% | -1.1% | +363.8% | +326.2% |
| All | +5,825.4% | +63.3% | +5,762.1% | +4,558.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling