+95.7%
QQQ vs LVS
+8.6%
+87.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | -0.6% | -3.5% | +2.9% | +0.3% |
| 30D | -1.2% | -6.2% | +5.0% | +0.2% |
| 3M | -0.2% | -14.8% | +14.6% | +3.4% |
| 6M | +17.9% | -20.9% | +38.8% | +24.1% |
| YTD | +16.6% | -33.0% | +49.7% | +27.3% |
| 1Y | +23.0% | -20.0% | +43.0% | +27.6% |
| 3Y | +92.9% | -6.9% | +99.9% | +86.4% |
| All | +95.7% | +8.6% | +87.1% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling