+280.4%
SHW vs LVS
0.0%
+280.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | -3.1% | -3.5% | +0.4% | -2.5% |
| 30D | -10.0% | -6.2% | -3.8% | -9.0% |
| 3M | +2.3% | -14.8% | +17.1% | +5.1% |
| 6M | +0.7% | -20.9% | +21.5% | +4.5% |
| YTD | +0.5% | -33.0% | +33.5% | +7.0% |
| 1Y | -11.5% | -20.0% | +8.5% | -9.1% |
| 3Y | +21.3% | -6.9% | +28.3% | +19.0% |
| 5Y | +12.5% | +9.1% | +3.4% | +3.7% |
| All | +280.4% | 0.0% | +280.4% | +244.5% |
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