+558.6%
QQQ vs LVS
0.0%
+558.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | -0.6% | -3.5% | +2.9% | +0.4% |
| 30D | -1.2% | -6.2% | +5.0% | +0.4% |
| 3M | -0.2% | -14.8% | +14.6% | +3.8% |
| 6M | +17.9% | -20.9% | +38.8% | +24.8% |
| YTD | +16.6% | -33.0% | +49.7% | +28.5% |
| 1Y | +23.0% | -20.0% | +43.0% | +28.2% |
| 3Y | +92.9% | -6.9% | +99.9% | +87.4% |
| 5Y | +95.6% | +9.1% | +86.5% | +72.6% |
| All | +558.6% | 0.0% | +558.5% | +472.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling