+2,945.6%
SHOP vs LVS
+1.2%
+2,944.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.8% |
| 7D | -10.6% | -2.7% | -7.9% | -9.5% |
| 30D | -18.3% | -4.7% | -13.6% | -16.6% |
| 3M | +14.8% | -15.6% | +30.4% | +23.6% |
| 6M | -5.0% | -18.6% | +13.6% | +3.9% |
| YTD | -21.2% | -32.3% | +11.0% | -7.5% |
| 1Y | -11.6% | -18.0% | +6.4% | -6.1% |
| 3Y | +101.2% | -5.8% | +107.1% | +94.2% |
| 5Y | -15.7% | +5.7% | -21.4% | -24.7% |
| All | +2,945.6% | +1.2% | +2,944.5% | +2,460.3% |
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 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