+10.2%
SHW vs LVS
+8.6%
+1.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.6% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +8.1% | +10.0% | -1.9% | +6.5% |
| 3M | -2.8% | -11.0% | +8.3% | -1.2% |
| 6M | +15.0% | -20.1% | +35.2% | +18.5% |
| YTD | +9.0% | -36.3% | +45.3% | +15.6% |
| 1Y | +4.5% | -36.8% | +41.3% | +10.9% |
| 3Y | +41.9% | -9.5% | +51.4% | +39.2% |
| All | +10.2% | +8.6% | +1.6% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling