+8,230.1%
REGN vs LVS
+63.3%
+8,166.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.6% | -3.5% | -2.1% | -4.9% |
| 30D | -2.0% | -6.2% | +4.3% | -0.8% |
| 3M | +28.0% | -14.8% | +42.8% | +31.8% |
| 6M | +1.2% | -20.9% | +22.0% | +5.4% |
| YTD | +1.6% | -33.0% | +34.7% | +8.9% |
| 1Y | +38.2% | -20.0% | +58.3% | +42.5% |
| 3Y | -5.4% | -6.9% | +1.6% | -6.8% |
| 5Y | +21.3% | +9.1% | +12.2% | +10.5% |
| 10Y | +105.2% | -1.1% | +106.3% | +78.1% |
| All | +8,230.1% | +63.3% | +8,166.8% | +4,410.3% |
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