+49.0%
REGN vs LVS
-31.5%
+80.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.5% | -10.9% | -5.3% |
| 7D | +14.4% | +13.4% | +1.0% | +12.2% |
| 30D | +28.1% | +12.2% | +15.9% | +25.8% |
| 3M | +22.5% | -10.7% | +33.2% | +24.6% |
| 6M | +31.6% | -19.8% | +51.4% | +35.0% |
| YTD | +21.0% | -35.8% | +56.8% | +26.4% |
| 1Y | +49.0% | -31.8% | +80.8% | +52.4% |
| All | +49.0% | -31.5% | +80.5% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling