+139.2%
SLB vs LVS
+4.5%
+134.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | +13.6% | -3.9% | +17.5% | +14.6% |
| 3M | +1.5% | -12.9% | +14.4% | +4.9% |
| 6M | +23.0% | -16.9% | +40.0% | +28.3% |
| YTD | +51.2% | -31.2% | +82.5% | +65.3% |
| 1Y | +63.5% | -16.4% | +79.9% | +68.1% |
| 3Y | +2.5% | -4.4% | +6.9% | -1.5% |
| 5Y | +139.2% | +6.7% | +132.5% | +119.2% |
| All | +139.2% | +4.5% | +134.7% | +119.2% |
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