-2.6%
SLB vs LVS
+0.3%
-2.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | -1.9% | -2.7% | +0.9% | -0.7% |
| 30D | +7.8% | -4.7% | +12.5% | +9.8% |
| 3M | +2.7% | -15.6% | +18.3% | +9.7% |
| 6M | +22.2% | -18.6% | +40.8% | +31.6% |
| YTD | +51.1% | -32.3% | +83.3% | +74.7% |
| 1Y | +63.3% | -18.0% | +81.4% | +71.8% |
| 3Y | +2.4% | -5.8% | +8.3% | -2.7% |
| 5Y | +139.3% | +5.7% | +133.6% | +94.7% |
| 10Y | -2.6% | 0.0% | -2.6% | -16.3% |
| All | -2.6% | +0.3% | -2.9% | -16.3% |
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