+137.9%
SLB vs LVS
+56.6%
+81.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -7.1% | +11.1% | -18.2% | -9.5% |
| 30D | +4.1% | +14.7% | -10.6% | +0.5% |
| 3M | -2.6% | -10.9% | +8.3% | -0.2% |
| 6M | -8.6% | -22.3% | +13.8% | -3.5% |
| YTD | +32.2% | -35.8% | +68.0% | +45.2% |
| 1Y | +40.7% | -33.5% | +74.1% | +53.0% |
| 3Y | -4.5% | -11.7% | +7.2% | -4.7% |
| 5Y | +66.4% | +2.6% | +63.7% | +54.4% |
| 10Y | -15.1% | -11.9% | -3.2% | -18.3% |
| All | +137.9% | +56.6% | +81.3% | +60.9% |
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 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