+2,920.8%
SHW vs LVS
+69.2%
+2,851.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -3.2% | -1.5% | -1.7% | -3.0% |
| 30D | -9.5% | -3.2% | -6.3% | -9.2% |
| 3M | +11.5% | -12.0% | +23.4% | +13.2% |
| 6M | -3.5% | -19.9% | +16.4% | -1.0% |
| YTD | +3.7% | -30.6% | +34.4% | +8.2% |
| 1Y | -7.9% | -17.7% | +9.8% | -6.3% |
| 3Y | +24.7% | -14.2% | +38.9% | +24.7% |
| 5Y | +13.6% | +9.6% | +4.0% | +7.5% |
| 10Y | +283.0% | +5.7% | +277.3% | +254.0% |
| All | +2,920.8% | +69.2% | +2,851.6% | +2,363.9% |
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