-13.1%
SLB vs LVS
-10.5%
-2.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.4% |
| 7D | +3.5% | -0.8% | +4.3% | +3.8% |
| 30D | +6.5% | +10.0% | -3.5% | +1.9% |
| 3M | -0.2% | -11.0% | +10.8% | +4.1% |
| 6M | -5.7% | -20.1% | +14.4% | +2.3% |
| YTD | +36.8% | -36.3% | +73.2% | +61.6% |
| 1Y | +45.8% | -36.8% | +82.6% | +72.5% |
| 3Y | +3.4% | -9.5% | +12.9% | -0.6% |
| 5Y | +76.1% | +9.3% | +66.8% | +39.9% |
| All | -13.1% | -10.5% | -2.6% | -21.0% |
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 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