+2.2%
SLB vs LVS
-10.4%
+12.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -7.1% | +11.1% | -18.2% | -9.7% |
| 30D | +4.1% | +14.7% | -10.6% | +0.2% |
| 3M | -2.6% | -10.9% | +8.3% | +0.2% |
| 6M | -8.6% | -22.3% | +13.8% | -2.5% |
| YTD | +32.2% | -35.8% | +68.0% | +48.5% |
| 1Y | +40.7% | -33.5% | +74.1% | +55.7% |
| All | +2.2% | -10.4% | +12.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling