+174.1%
SLB vs LVS
+69.2%
+104.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.8% | -1.5% | +2.3% | +1.2% |
| 30D | +15.8% | -3.2% | +19.1% | +16.6% |
| 3M | -0.3% | -12.0% | +11.6% | +2.5% |
| 6M | +21.3% | -19.9% | +41.2% | +27.2% |
| YTD | +52.3% | -30.6% | +82.9% | +64.6% |
| 1Y | +63.6% | -17.7% | +81.4% | +68.8% |
| 3Y | +3.8% | -14.2% | +18.0% | +4.3% |
| 5Y | +128.6% | +9.6% | +119.0% | +108.6% |
| 10Y | -3.1% | +5.7% | -8.7% | -10.1% |
| All | +174.1% | +69.2% | +104.9% | +82.4% |
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