+23.4%
REGN vs LVS
+8.6%
+14.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -5.6% | -3.5% | -2.1% | -5.2% |
| 30D | -2.0% | -6.2% | +4.3% | -1.3% |
| 3M | +28.0% | -14.8% | +42.8% | +30.1% |
| 6M | +1.2% | -20.9% | +22.0% | +3.5% |
| YTD | +1.6% | -33.0% | +34.7% | +5.6% |
| 1Y | +38.2% | -20.0% | +58.3% | +40.6% |
| 3Y | -5.4% | -6.9% | +1.6% | -6.8% |
| All | +23.4% | +8.6% | +14.7% | +15.2% |
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