+8,534.1%
SHOP vs LVS
+7.8%
+8,526.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -0.7% |
| 7D | +2.1% | -3.9% | +6.0% | +3.8% |
| 30D | -16.8% | +7.1% | -23.9% | -19.4% |
| 3M | -2.4% | -13.2% | +10.8% | +3.5% |
| 6M | +47.0% | -22.8% | +69.8% | +63.9% |
| YTD | -8.8% | -38.0% | +29.2% | +10.6% |
| 1Y | -6.3% | -39.5% | +33.2% | +14.7% |
| 3Y | +139.3% | -12.2% | +151.5% | +137.6% |
| 5Y | -12.1% | +6.4% | -18.5% | -19.8% |
| 10Y | +3,601.0% | -13.3% | +3,614.3% | +3,146.9% |
| All | +8,534.1% | +7.8% | +8,526.3% | +7,075.4% |
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 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