+281.1%
OXY vs LVS
+67.7%
+213.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +8.5% | -3.9% | +12.4% | +9.3% |
| 3M | +6.0% | -12.9% | +18.9% | +9.1% |
| 6M | +13.0% | -16.9% | +29.9% | +16.9% |
| YTD | +48.9% | -31.2% | +80.1% | +60.2% |
| 1Y | +36.4% | -16.4% | +52.8% | +39.4% |
| 3Y | -2.3% | -4.4% | +2.1% | -4.8% |
| 5Y | +160.6% | +6.7% | +154.0% | +138.4% |
| 10Y | +2.0% | +1.4% | +0.5% | -3.4% |
| All | +281.1% | +67.7% | +213.4% | +166.9% |
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