+123.9%
SBUX vs LVS
0.0%
+123.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -5.5% | -3.5% | -2.0% | -4.4% |
| 30D | -8.5% | -6.2% | -2.2% | -6.6% |
| 3M | -2.9% | -14.8% | +11.9% | +2.0% |
| 6M | -1.5% | -20.9% | +19.3% | +5.4% |
| YTD | +19.4% | -33.0% | +52.4% | +34.2% |
| 1Y | +22.9% | -20.0% | +43.0% | +29.3% |
| 3Y | +11.3% | -6.9% | +18.2% | +8.1% |
| 5Y | -6.9% | +9.1% | -15.9% | -18.3% |
| All | +123.9% | 0.0% | +123.9% | +93.1% |
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